-32.2%
YMM vs VT
+53.2%
-85.4%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.2% | +5.2% |
| 7D | +10.4% | -4.2% | +14.6% | +17.3% |
| 30D | +6.8% | -5.8% | +12.6% | +16.5% |
| 3M | -5.6% | -5.2% | -0.3% | +1.9% |
| 6M | +2.5% | +0.1% | +2.4% | +0.9% |
| YTD | -14.3% | +8.2% | -22.5% | -25.6% |
| 1Y | -27.2% | +10.1% | -37.3% | -38.4% |
| 3Y | +31.6% | +69.7% | -38.1% | -48.0% |
| 5Y | -32.2% | +53.4% | -85.6% | -61.9% |
| All | -32.2% | +53.2% | -85.4% | -61.9% |
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