+66.8%
YLD vs VT
+215.5%
-148.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | 0.0% | +0.2% |
| 7D | -0.5% | -2.3% | +1.8% | +0.2% |
| 30D | 0.0% | -5.0% | +5.0% | +1.5% |
| 3M | -2.7% | -4.9% | +2.2% | -1.3% |
| 6M | -1.7% | -1.5% | -0.1% | -1.4% |
| YTD | +1.0% | +8.5% | -7.5% | -1.7% |
| 1Y | +1.9% | +11.4% | -9.5% | -1.7% |
| 3Y | +23.5% | +70.1% | -46.6% | +4.0% |
| 5Y | +21.3% | +53.7% | -32.4% | +4.7% |
| All | +66.8% | +215.5% | -148.7% | +14.6% |
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