+193.4%
YLDE vs VT
+179.7%
+13.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.4% |
| 7D | +2.7% | +2.4% | +0.4% | +1.1% |
| 30D | +3.7% | -1.5% | +5.2% | +4.7% |
| 3M | +1.6% | -4.1% | +5.7% | +4.5% |
| 6M | +8.9% | +0.6% | +8.4% | +8.0% |
| YTD | +13.2% | +11.0% | +2.2% | +4.5% |
| 1Y | +16.5% | +13.3% | +3.2% | +5.9% |
| 3Y | +61.5% | +73.4% | -11.9% | +8.2% |
| 5Y | +62.1% | +57.4% | +4.6% | +15.0% |
| All | +193.4% | +179.7% | +13.7% | +45.9% |
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 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