-100.0%
YHC vs VT
+63.5%
-163.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -28.8% | -4.1% | -24.7% | -24.1% |
| 7D | -34.3% | -4.2% | -30.1% | -30.0% |
| 30D | +26.8% | -5.8% | +32.6% | +36.9% |
| 3M | -6.9% | -5.2% | -1.7% | -0.2% |
| 6M | -98.2% | +0.1% | -98.3% | -98.4% |
| YTD | -98.2% | +8.2% | -106.4% | -98.5% |
| 1Y | -98.1% | +10.1% | -108.2% | -98.5% |
| 3Y | -100.0% | +69.7% | -169.7% | -100.0% |
| All | -100.0% | +63.5% | -163.5% | -100.0% |
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