-73.5%
YDES vs VT
+23.4%
-96.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | -26.3% | +0.4% | -26.7% | -26.2% |
| 30D | +57.3% | +1.0% | +56.4% | +56.9% |
| 3M | +12.6% | +2.4% | +10.2% | +11.3% |
| 6M | -58.1% | +12.0% | -70.1% | -57.0% |
| YTD | -71.0% | +15.3% | -86.3% | -70.1% |
| 1Y | -76.0% | +22.6% | -98.6% | -49.7% |
| All | -73.5% | +23.4% | -96.9% | -27.8% |
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