+240.3%
YORW vs VT
+345.0%
-104.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +4.0% | +2.1% |
| 7D | +3.7% | -4.2% | +7.9% | +6.1% |
| 30D | +4.6% | -5.8% | +10.4% | +7.9% |
| 3M | +5.3% | -5.2% | +10.6% | +8.3% |
| 6M | +12.3% | +0.1% | +12.2% | +11.5% |
| YTD | +3.4% | +8.2% | -4.8% | -2.1% |
| 1Y | +2.2% | +10.1% | -7.9% | -4.3% |
| 3Y | -7.9% | +69.7% | -77.6% | -33.8% |
| 5Y | -26.8% | +53.4% | -80.2% | -44.9% |
| 10Y | +34.8% | +219.2% | -184.4% | -32.3% |
| All | +240.3% | +345.0% | -104.7% | +41.5% |
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