-5.3%
YNOT vs VT
+10.5%
-15.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.5% | +2.3% |
| 7D | -8.5% | -2.3% | -6.2% | -4.5% |
| 30D | -20.2% | -5.0% | -15.3% | -12.4% |
| 3M | -15.4% | -4.9% | -10.5% | -7.1% |
| 6M | -16.9% | -1.5% | -15.3% | -13.3% |
| YTD | -3.1% | +8.5% | -11.6% | -13.2% |
| 1Y | -5.3% | +11.4% | -16.6% | -18.7% |
| All | -5.3% | +10.5% | -15.8% | -18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling