-95.0%
YHGJ vs VT
+371.8%
-466.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.5% | -4.0% | -4.4% |
| 7D | -1.4% | +1.0% | -2.4% | -1.7% |
| 30D | -8.3% | -0.2% | -8.1% | -8.3% |
| 3M | -24.9% | +4.5% | -29.4% | -26.1% |
| 6M | -1.1% | +14.1% | -15.1% | -5.2% |
| YTD | -24.2% | +14.8% | -39.0% | -27.5% |
| 1Y | -54.2% | +21.2% | -75.4% | -57.2% |
| 3Y | -84.0% | +76.6% | -160.6% | -87.1% |
| 5Y | -86.7% | +66.6% | -153.3% | -89.0% |
| 10Y | -95.8% | +222.3% | -318.1% | -97.2% |
| All | -95.0% | +371.8% | -466.8% | -97.3% |
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