-54.0%
YDES vs VT
+19.9%
-73.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.8% | +1.9% |
| 7D | -11.5% | -0.7% | -10.8% | -11.9% |
| 30D | -2.8% | -1.7% | -1.1% | -3.6% |
| 3M | +125.3% | -2.3% | +127.6% | +123.3% |
| 6M | +15.8% | +1.5% | +14.3% | +14.6% |
| YTD | -49.5% | +12.0% | -61.6% | -48.4% |
| 1Y | -30.4% | +12.9% | -43.3% | -32.2% |
| All | -54.0% | +19.9% | -73.8% | +24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling