+58.3%
YOU vs VT
+62.5%
-4.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.5% | -1.6% |
| 7D | +21.4% | -2.3% | +23.7% | +26.0% |
| 30D | +31.1% | -5.0% | +36.0% | +41.4% |
| 3M | +5.6% | -4.9% | +10.5% | +13.5% |
| 6M | -7.8% | -1.5% | -6.3% | -6.9% |
| YTD | +61.3% | +8.5% | +52.8% | +40.0% |
| 1Y | +77.4% | +11.4% | +66.0% | +47.1% |
| 3Y | +256.9% | +70.1% | +186.9% | +35.1% |
| 5Y | +27.3% | +53.7% | -26.4% | -33.0% |
| All | +58.3% | +62.5% | -4.2% | -24.2% |
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