+42.0%
YORW vs VT
+224.5%
-182.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -0.2% | +0.4% | -0.7% | -0.5% |
| 30D | +10.5% | +1.0% | +9.5% | +9.7% |
| 3M | +15.9% | +2.4% | +13.5% | +13.5% |
| 6M | +3.0% | +12.0% | -9.0% | -5.8% |
| YTD | +8.5% | +15.3% | -6.9% | -3.1% |
| 1Y | +14.0% | +22.6% | -8.6% | -2.9% |
| 3Y | -8.9% | +74.7% | -83.6% | -42.4% |
| 5Y | -28.0% | +66.1% | -94.1% | -53.2% |
| All | +42.0% | +224.5% | -182.5% | -57.8% |
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