+35.4%
YGLD vs VOO
+28.0%
+7.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.2% |
| 7D | -9.9% | +2.6% | -12.4% | -11.6% |
| 30D | -9.7% | -2.0% | -7.7% | -8.3% |
| 3M | -21.7% | -2.8% | -18.9% | -19.9% |
| 6M | -30.5% | +2.2% | -32.6% | -31.2% |
| YTD | -29.6% | +11.5% | -41.1% | -34.1% |
| 1Y | -27.4% | +13.5% | -40.9% | -32.6% |
| All | +35.4% | +28.0% | +7.4% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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