-99.8%
YJ vs VT
+141.5%
-241.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.1% | -5.2% | -4.9% |
| 7D | +3.5% | -0.7% | +4.2% | +4.0% |
| 30D | -38.1% | -1.7% | -36.3% | -37.2% |
| 3M | -47.3% | -2.3% | -45.0% | -46.1% |
| 6M | -37.4% | +1.5% | -39.0% | -37.5% |
| YTD | -0.8% | +12.0% | -12.9% | -8.7% |
| 1Y | -32.4% | +12.9% | -45.2% | -38.0% |
| 3Y | -61.0% | +74.9% | -135.9% | -74.6% |
| 5Y | -96.5% | +59.9% | -156.4% | -97.6% |
| All | -99.8% | +141.5% | -241.3% | -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 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