-97.4%
YOUL vs VT
+19.1%
-116.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -30.3% | -4.1% | -26.2% | -25.8% |
| 7D | -49.6% | -4.2% | -45.4% | -46.3% |
| 30D | -67.0% | -5.8% | -61.2% | -64.4% |
| 3M | -65.0% | -5.2% | -59.7% | -62.4% |
| 6M | -84.6% | +0.1% | -84.7% | -83.7% |
| YTD | -90.8% | +8.2% | -99.1% | -90.5% |
| 1Y | -93.1% | +10.1% | -103.2% | -92.8% |
| All | -97.4% | +19.1% | -116.5% | -97.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling