-70.7%
YMAT vs VT
+13.3%
-84.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | 0.0% | -14.0% | -14.1% |
| 7D | -42.0% | -1.6% | -40.4% | -38.3% |
| 30D | -14.9% | -2.5% | -12.4% | -6.5% |
| 3M | -35.9% | -1.3% | -34.6% | -32.2% |
| 6M | -7.2% | +3.1% | -10.3% | -9.0% |
| YTD | -47.2% | +10.9% | -58.1% | -51.1% |
| All | -70.7% | +13.3% | -84.0% | -72.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling