+32.7%
YMAX vs VT
+62.6%
-29.9%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.1% |
| 7D | +2.2% | +2.9% | -0.7% | -1.7% |
| 30D | -9.7% | -2.5% | -7.2% | -6.3% |
| 3M | -4.1% | -3.3% | -0.8% | +0.7% |
| 6M | -3.3% | +1.5% | -4.8% | -4.6% |
| YTD | -0.9% | +11.4% | -12.2% | -13.2% |
| 1Y | -5.6% | +11.9% | -17.5% | -17.8% |
| All | +32.7% | +62.6% | -29.9% | -27.5% |
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