-70.6%
YDES vs VT
+22.0%
-92.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.6% | -7.0% | -7.6% |
| 7D | +4.4% | -0.1% | +4.5% | +4.3% |
| 30D | +56.7% | -0.7% | +57.4% | +56.4% |
| 3M | +33.5% | +4.0% | +29.5% | +33.0% |
| 6M | -50.3% | +12.3% | -62.6% | -49.2% |
| YTD | -67.8% | +14.0% | -81.8% | -66.9% |
| 1Y | -74.8% | +20.3% | -95.1% | -56.5% |
| All | -70.6% | +22.0% | -92.6% | -19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling