-92.3%
YINN vs VT
+226.9%
-319.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | +0.5% |
| 7D | -8.7% | -2.0% | -6.7% | -3.2% |
| 30D | -11.9% | -1.4% | -10.4% | -8.4% |
| 3M | -6.3% | +4.7% | -11.0% | -19.1% |
| 6M | -24.5% | +11.4% | -35.8% | -44.7% |
| YTD | -37.1% | +13.1% | -50.2% | -55.5% |
| 1Y | -45.7% | +19.0% | -64.7% | -66.2% |
| 3Y | -7.8% | +73.9% | -81.8% | -78.4% |
| 5Y | -88.5% | +65.4% | -153.9% | -96.1% |
| All | -92.3% | +226.9% | -319.2% | -99.5% |
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