-70.8%
YDES vs VT
+21.0%
-91.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.2% | -0.6% |
| 7D | +6.3% | -2.0% | +8.3% | +6.2% |
| 30D | +42.9% | -1.4% | +44.3% | +42.6% |
| 3M | +25.6% | +4.7% | +20.9% | +25.7% |
| 6M | -49.1% | +11.4% | -60.5% | -48.0% |
| YTD | -68.0% | +13.1% | -81.1% | -67.1% |
| 1Y | -76.2% | +19.0% | -95.2% | -61.2% |
| All | -70.8% | +21.0% | -91.8% | -20.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling