-99.6%
YJ vs VT
+148.6%
-248.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | 0.0% | -4.7% | -4.7% |
| 7D | -27.0% | +0.4% | -27.4% | -27.2% |
| 30D | +57.4% | +1.0% | +56.4% | +57.4% |
| 3M | +34.4% | +2.4% | +32.1% | +32.9% |
| 6M | +39.0% | +12.0% | +27.0% | +28.2% |
| YTD | +72.0% | +15.3% | +56.7% | +54.6% |
| 1Y | +24.5% | +22.6% | +2.0% | +7.1% |
| 3Y | -24.3% | +74.7% | -98.9% | -50.7% |
| 5Y | -93.8% | +66.1% | -159.9% | -95.8% |
| All | -99.6% | +148.6% | -248.3% | -99.8% |
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