+35.4%
YGLD vs VT
+31.5%
+3.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.2% |
| 7D | -9.9% | +2.4% | -12.2% | -11.9% |
| 30D | -9.7% | -1.5% | -8.2% | -8.3% |
| 3M | -21.7% | -4.1% | -17.6% | -18.1% |
| 6M | -30.5% | +0.6% | -31.0% | -30.3% |
| YTD | -29.6% | +11.0% | -40.6% | -34.7% |
| 1Y | -27.4% | +13.3% | -40.7% | -33.6% |
| All | +35.4% | +31.5% | +3.9% | +12.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling