+65.9%
YLD vs VT
+224.5%
-158.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | 0.0% |
| 7D | -0.1% | +0.4% | -0.5% | -0.2% |
| 30D | +0.5% | +1.0% | -0.4% | +0.2% |
| 3M | +1.3% | +2.4% | -1.1% | +0.5% |
| 6M | +2.6% | +12.0% | -9.4% | -1.0% |
| YTD | +4.3% | +15.3% | -11.1% | -0.4% |
| 1Y | +5.4% | +22.6% | -17.2% | -1.2% |
| 3Y | +27.9% | +74.7% | -46.8% | +6.8% |
| 5Y | +26.5% | +66.1% | -39.6% | +6.5% |
| All | +65.9% | +224.5% | -158.6% | +11.3% |
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