-20.3%
YELP vs VT
+347.1%
-367.5%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | -2.7% |
| 7D | -1.2% | +0.4% | -1.5% | -1.4% |
| 30D | +5.3% | -2.6% | +7.9% | +8.9% |
| 3M | -23.4% | -3.2% | -20.2% | -20.3% |
| 6M | -27.7% | +0.9% | -28.6% | -29.7% |
| YTD | -35.6% | +11.3% | -46.9% | -45.5% |
| 1Y | -32.3% | +14.0% | -46.3% | -44.7% |
| 3Y | -55.0% | +75.8% | -130.9% | -79.9% |
| 5Y | -49.7% | +57.8% | -107.5% | -73.7% |
| 10Y | -48.9% | +219.8% | -268.7% | -89.3% |
| All | -20.3% | +347.1% | -367.5% | -87.7% |
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 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