-95.8%
YHGJ vs VT
+226.9%
-322.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.7% | -2.3% |
| 7D | -5.0% | -2.0% | -3.0% | -4.4% |
| 30D | -21.1% | -1.4% | -19.7% | -20.8% |
| 3M | -30.1% | +4.7% | -34.8% | -31.3% |
| 6M | -19.2% | +11.4% | -30.6% | -22.1% |
| YTD | -27.0% | +13.1% | -40.1% | -29.9% |
| 1Y | -59.2% | +19.0% | -78.3% | -61.8% |
| 3Y | -84.6% | +73.9% | -158.5% | -87.9% |
| 5Y | -87.3% | +65.4% | -152.7% | -89.8% |
| All | -95.8% | +226.9% | -322.6% | -97.1% |
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