-11.9%
YELP vs VT
+363.3%
-375.2%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -6.6% | +0.4% | -7.0% | -7.1% |
| 30D | -15.7% | +1.0% | -16.7% | -16.7% |
| 3M | -8.3% | +2.4% | -10.7% | -12.1% |
| 6M | -8.8% | +12.0% | -20.8% | -23.0% |
| YTD | -28.7% | +15.3% | -44.1% | -42.3% |
| 1Y | -31.7% | +22.6% | -54.3% | -49.0% |
| 3Y | -50.6% | +74.7% | -125.3% | -77.6% |
| 5Y | -42.5% | +66.1% | -108.6% | -71.8% |
| 10Y | -44.1% | +225.0% | -269.1% | -88.5% |
| All | -11.9% | +363.3% | -375.2% | -87.0% |
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