+71.2%
YLD vs VT
+209.5%
-138.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | +0.6% |
| 7D | -0.9% | -4.2% | +3.2% | +0.3% |
| 30D | -0.4% | -5.8% | +5.4% | +1.3% |
| 3M | -2.9% | -5.2% | +2.4% | -1.4% |
| 6M | -1.8% | +0.1% | -1.9% | -2.0% |
| YTD | +0.7% | +8.2% | -7.5% | -1.8% |
| 1Y | +1.7% | +10.1% | -8.4% | -1.4% |
| 3Y | +22.5% | +69.7% | -47.2% | +3.8% |
| 5Y | +21.0% | +53.4% | -32.4% | +4.9% |
| 10Y | +66.4% | +219.2% | -152.9% | +15.3% |
| All | +71.2% | +209.5% | -138.2% | +17.2% |
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