-56.8%
YMM vs VT
+73.5%
-130.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -1.8% | +0.4% | -2.3% | -2.5% |
| 30D | -9.4% | +1.0% | -10.4% | -10.8% |
| 3M | -1.5% | +2.4% | -3.9% | -5.8% |
| 6M | -3.1% | +12.0% | -15.1% | -19.9% |
| YTD | -17.8% | +15.3% | -33.1% | -35.2% |
| 1Y | -32.6% | +22.6% | -55.2% | -51.6% |
| 3Y | +26.4% | +74.7% | -48.3% | -52.4% |
| 5Y | -50.4% | +66.1% | -116.6% | -75.5% |
| All | -56.8% | +73.5% | -130.3% | -80.4% |
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