+790.8%
YPF vs VT
+53.4%
+737.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.3% |
| 7D | -17.7% | -2.3% | -15.4% | -15.6% |
| 30D | -21.9% | -5.0% | -16.9% | -17.6% |
| 3M | -22.1% | -4.9% | -17.2% | -18.1% |
| 6M | -10.6% | -1.5% | -9.1% | -10.2% |
| YTD | +6.9% | +8.5% | -1.6% | -5.5% |
| 1Y | +5.9% | +11.4% | -5.5% | -9.5% |
| 3Y | +277.5% | +70.1% | +207.5% | +94.5% |
| All | +790.8% | +53.4% | +737.4% | +454.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling