-45.2%
YELP vs VT
+221.4%
-266.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -2.6% |
| 7D | -6.2% | +1.0% | -7.2% | -7.4% |
| 30D | -18.0% | -0.2% | -17.8% | -17.8% |
| 3M | -8.7% | +4.5% | -13.3% | -14.6% |
| 6M | -14.6% | +14.1% | -28.6% | -29.4% |
| YTD | -31.0% | +14.8% | -45.8% | -43.6% |
| 1Y | -34.0% | +21.2% | -55.2% | -49.8% |
| 3Y | -52.0% | +76.6% | -128.6% | -78.5% |
| 5Y | -42.4% | +66.6% | -109.0% | -71.6% |
| 10Y | -45.2% | +222.3% | -267.5% | -88.2% |
| All | -45.2% | +221.4% | -266.6% | -88.2% |
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