-88.0%
YOLO vs VT
+140.8%
-228.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.6% | -3.1% | -3.1% |
| 7D | -7.6% | +2.9% | -10.5% | -10.6% |
| 30D | -2.5% | -2.5% | 0.0% | +0.1% |
| 3M | -9.5% | -3.3% | -6.1% | -6.4% |
| 6M | -15.9% | +1.5% | -17.4% | -18.0% |
| YTD | -22.4% | +11.4% | -33.8% | -31.6% |
| 1Y | -18.7% | +11.9% | -30.6% | -29.1% |
| 3Y | -6.3% | +73.9% | -80.2% | -50.5% |
| 5Y | -84.1% | +57.9% | -142.0% | -90.5% |
| All | -88.0% | +140.8% | -228.8% | -95.1% |
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