+191.6%
YCS vs VT
+652.2%
-460.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -4.7% | +0.4% | -5.1% | -4.8% |
| 30D | -1.5% | +1.0% | -2.5% | -1.7% |
| 3M | -3.1% | +2.4% | -5.5% | -3.6% |
| 6M | +2.1% | +12.0% | -9.9% | -0.2% |
| YTD | +3.8% | +15.3% | -11.5% | +0.8% |
| 1Y | +18.6% | +22.6% | -4.0% | +13.8% |
| 3Y | +48.6% | +74.7% | -26.1% | +32.3% |
| 5Y | +179.0% | +66.1% | +112.8% | +150.1% |
| 10Y | +230.7% | +225.0% | +5.7% | +144.2% |
| All | +191.6% | +652.2% | -460.6% | +74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling