+12.0%
YPF vs VT
+355.4%
-343.4%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.7% | -1.7% |
| 7D | -16.8% | -0.1% | -16.7% | -16.8% |
| 30D | -25.5% | -3.1% | -22.4% | -23.7% |
| 3M | -26.8% | -3.5% | -23.3% | -25.0% |
| 6M | -12.0% | +0.5% | -12.5% | -12.9% |
| YTD | +3.1% | +10.8% | -7.7% | -6.6% |
| 1Y | +0.2% | +11.9% | -11.7% | -10.0% |
| 3Y | +261.2% | +73.0% | +188.3% | +132.6% |
| 5Y | +747.3% | +58.6% | +688.7% | +489.8% |
| 10Y | +136.0% | +219.2% | -83.2% | +11.1% |
| All | +12.0% | +355.4% | -343.4% | -54.0% |
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