+50.3%
YGLD vs VT
+28.5%
+21.7%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.2% |
| 7D | +10.6% | -2.3% | +12.9% | +13.0% |
| 30D | -0.1% | -5.0% | +4.9% | +5.2% |
| 3M | -9.7% | -4.9% | -4.8% | -4.7% |
| 6M | -22.4% | -1.5% | -20.9% | -20.6% |
| YTD | -21.9% | +8.5% | -30.4% | -25.9% |
| 1Y | -14.0% | +11.4% | -25.4% | -19.8% |
| All | +50.3% | +28.5% | +21.7% | +27.8% |
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