-91.7%
YMAT vs VT
+25.5%
-117.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | 0.0% | -7.4% | -7.4% |
| 7D | -10.0% | +0.4% | -10.5% | -11.2% |
| 30D | -19.1% | +1.0% | -20.1% | -21.4% |
| 3M | -66.2% | +2.4% | -68.5% | -68.5% |
| 6M | -16.3% | +12.0% | -28.3% | -30.0% |
| YTD | -27.5% | +15.3% | -42.8% | -41.2% |
| 1Y | -74.0% | +22.6% | -96.6% | -78.6% |
| All | -91.7% | +25.5% | -117.3% | -92.7% |
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