-20.8%
YELP vs VT
+335.8%
-356.6%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.2% | -5.4% | -5.5% |
| 7D | +1.9% | -2.3% | +4.3% | +5.3% |
| 30D | +5.8% | -5.0% | +10.7% | +12.8% |
| 3M | -22.3% | -4.9% | -17.4% | -17.3% |
| 6M | -31.3% | -1.5% | -29.7% | -31.0% |
| YTD | -36.0% | +8.5% | -44.5% | -44.0% |
| 1Y | -39.4% | +11.4% | -50.8% | -49.0% |
| 3Y | -56.8% | +70.1% | -126.9% | -79.8% |
| 5Y | -49.1% | +53.7% | -102.8% | -72.4% |
| 10Y | -46.2% | +220.0% | -266.1% | -88.8% |
| All | -20.8% | +335.8% | -356.6% | -87.4% |
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