+42.8%
YMAX vs VT
+68.4%
-25.6%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +1.7% | +0.4% | +1.3% | +1.1% |
| 30D | +4.4% | +1.0% | +3.5% | +3.1% |
| 3M | +1.0% | +2.4% | -1.4% | -1.9% |
| 6M | +13.8% | +12.0% | +1.8% | -1.6% |
| YTD | +6.7% | +15.3% | -8.7% | -11.2% |
| 1Y | +2.8% | +22.6% | -19.7% | -20.7% |
| All | +42.8% | +68.4% | -25.6% | -25.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling