-94.7%
YMAT vs VT
+17.8%
-112.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -4.1% | -9.4% | -2.5% |
| 7D | -52.0% | -4.2% | -47.8% | -45.0% |
| 30D | -19.9% | -5.8% | -14.1% | -3.5% |
| 3M | -47.8% | -5.2% | -42.6% | -38.3% |
| 6M | -19.9% | +0.1% | -20.0% | -14.6% |
| YTD | -53.2% | +8.2% | -61.5% | -53.8% |
| 1Y | -73.8% | +10.1% | -83.9% | -74.2% |
| All | -94.7% | +17.8% | -112.5% | -94.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling