+66.6%
YMAG vs VT
+56.1%
+10.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.5% |
| 7D | +0.3% | -0.1% | +0.4% | +0.4% |
| 30D | -5.4% | -3.1% | -2.4% | -2.0% |
| 3M | -0.1% | -3.5% | +3.4% | +4.0% |
| 6M | -1.5% | +0.5% | -2.0% | -2.1% |
| YTD | +3.2% | +10.8% | -7.6% | -8.9% |
| 1Y | +3.3% | +11.9% | -8.6% | -9.9% |
| All | +66.6% | +56.1% | +10.5% | -4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling