-53.8%
YMM vs VT
+63.2%
-117.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.3% | +2.2% |
| 7D | +9.4% | -2.3% | +11.8% | +13.2% |
| 30D | +10.8% | -5.0% | +15.7% | +19.3% |
| 3M | -3.0% | -4.9% | +1.9% | +4.3% |
| 6M | +2.9% | -1.5% | +4.4% | +4.0% |
| YTD | -12.1% | +8.5% | -20.5% | -24.2% |
| 1Y | -24.3% | +11.4% | -35.7% | -37.3% |
| 3Y | +36.7% | +70.1% | -33.4% | -47.4% |
| 5Y | -30.5% | +53.7% | -84.2% | -60.8% |
| All | -53.8% | +63.2% | -117.0% | -77.0% |
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