+5.7%
YOU vs VT
+5.0%
+0.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.7% | +1.7% | +22.0% | +22.7% |
| 7D | +29.9% | -0.3% | +30.2% | +29.3% |
| 30D | +43.2% | -1.4% | +44.7% | +42.8% |
| 3M | +6.4% | -1.4% | +7.8% | +6.0% |
| 6M | +5.7% | +5.5% | +0.3% | +0.8% |
| All | +5.7% | +5.0% | +0.8% | +0.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling