-99.8%
YJ vs VT
+133.9%
-233.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.2% |
| 7D | -5.9% | -2.3% | -3.6% | -4.4% |
| 30D | -31.7% | -5.0% | -26.8% | -29.0% |
| 3M | -8.9% | -4.9% | -4.1% | -4.6% |
| 6M | -37.8% | -1.5% | -36.2% | -36.4% |
| YTD | -5.1% | +8.5% | -13.6% | -10.5% |
| 1Y | -35.6% | +11.4% | -47.0% | -40.5% |
| 3Y | -60.6% | +70.1% | -130.6% | -73.8% |
| 5Y | -96.8% | +53.7% | -150.5% | -97.7% |
| All | -99.8% | +133.9% | -233.7% | -99.9% |
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