-91.4%
YINN vs VT
+222.7%
-314.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -2.3% |
| 7D | -12.2% | +2.9% | -15.1% | -19.5% |
| 30D | -7.7% | -2.5% | -5.2% | -2.6% |
| 3M | -18.6% | -3.3% | -15.3% | -12.2% |
| 6M | -34.3% | +1.5% | -35.8% | -39.0% |
| YTD | -44.0% | +11.4% | -55.4% | -59.2% |
| 1Y | -53.6% | +11.9% | -65.5% | -66.7% |
| 3Y | -1.2% | +73.9% | -75.1% | -77.3% |
| 5Y | -89.2% | +57.9% | -147.1% | -96.0% |
| All | -91.4% | +222.7% | -314.1% | -99.4% |
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