+76.5%
YGLD vs VT
+36.6%
+39.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -1.8% | +0.4% | -2.2% | -2.1% |
| 30D | +5.8% | +1.0% | +4.9% | +5.0% |
| 3M | -2.1% | +2.4% | -4.5% | -4.0% |
| 6M | -25.8% | +12.0% | -37.8% | -32.6% |
| YTD | -8.3% | +15.3% | -23.6% | -18.2% |
| 1Y | +15.6% | +22.6% | -7.0% | -0.9% |
| All | +76.5% | +36.6% | +39.9% | +41.0% |
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