-51.3%
YELP vs VT
+53.4%
-104.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.2% | -5.4% | -5.4% |
| 7D | +1.9% | -2.3% | +4.3% | +4.5% |
| 30D | +5.8% | -5.0% | +10.7% | +11.0% |
| 3M | -22.3% | -4.9% | -17.4% | -18.6% |
| 6M | -31.3% | -1.5% | -29.7% | -30.9% |
| YTD | -36.0% | +8.5% | -44.5% | -42.3% |
| 1Y | -39.4% | +11.4% | -50.8% | -47.0% |
| 3Y | -56.8% | +70.1% | -126.9% | -76.7% |
| All | -51.3% | +53.4% | -104.7% | -68.5% |
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