-90.5%
YOUL vs VT
+27.0%
-117.5%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.4% | -1.4% |
| 7D | -7.8% | +0.4% | -8.2% | -8.2% |
| 30D | +26.5% | +1.0% | +25.5% | +25.3% |
| 3M | -11.9% | +2.4% | -14.3% | -12.9% |
| 6M | -53.2% | +12.0% | -65.2% | -55.0% |
| YTD | -66.9% | +15.3% | -82.3% | -68.4% |
| 1Y | -74.7% | +22.6% | -97.3% | -74.8% |
| All | -90.5% | +27.0% | -117.5% | -90.6% |
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