-56.2%
YMM vs VT
+67.1%
-123.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.6% | +2.8% |
| 7D | -5.1% | +2.4% | -7.5% | -8.7% |
| 30D | +1.8% | -1.5% | +3.3% | +3.5% |
| 3M | -1.1% | -4.1% | +3.0% | +4.9% |
| 6M | -4.4% | +0.6% | -5.0% | -6.6% |
| YTD | -16.6% | +11.0% | -27.6% | -30.7% |
| 1Y | -28.7% | +13.3% | -42.1% | -42.6% |
| 3Y | +32.3% | +73.4% | -41.1% | -50.6% |
| 5Y | -43.2% | +57.4% | -100.6% | -69.2% |
| All | -56.2% | +67.1% | -123.2% | -79.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling