+58.1%
YPF vs VT
+374.2%
-316.0%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +4.8% | +0.4% | +4.4% | +4.4% |
| 30D | +8.1% | +1.0% | +7.1% | +7.2% |
| 3M | -4.5% | +2.4% | -6.9% | -6.6% |
| 6M | +49.5% | +12.0% | +37.5% | +34.7% |
| YTD | +45.5% | +15.3% | +30.2% | +28.0% |
| 1Y | +70.7% | +22.6% | +48.1% | +42.9% |
| 3Y | +270.3% | +74.7% | +195.6% | +137.1% |
| 5Y | +965.2% | +66.1% | +899.0% | +616.8% |
| 10Y | +209.0% | +225.0% | -16.0% | +42.9% |
| All | +58.1% | +374.2% | -316.0% | -37.0% |
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