+138.0%
YPF vs VT
+224.4%
-86.3%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -1.2% |
| 7D | -10.2% | -0.7% | -9.5% | -9.4% |
| 30D | -28.1% | -1.7% | -26.4% | -26.7% |
| 3M | -24.0% | -2.3% | -21.7% | -22.3% |
| 6M | -16.8% | +1.5% | -18.4% | -19.6% |
| YTD | +3.3% | +12.0% | -8.7% | -13.6% |
| 1Y | -0.4% | +12.9% | -13.3% | -17.6% |
| 3Y | +262.0% | +74.9% | +187.1% | +69.4% |
| 5Y | +768.8% | +59.9% | +708.9% | +362.9% |
| 10Y | +138.0% | +224.6% | -86.6% | -45.4% |
| All | +138.0% | +224.4% | -86.3% | -45.4% |
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