+11.8%
YPF vs VT
+357.8%
-346.0%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | +0.1% |
| 7D | -3.8% | +2.9% | -6.7% | -6.0% |
| 30D | -28.2% | -2.5% | -25.7% | -26.8% |
| 3M | -23.9% | -3.3% | -20.6% | -22.1% |
| 6M | -17.2% | +1.5% | -18.8% | -18.8% |
| YTD | +2.9% | +11.4% | -8.5% | -7.2% |
| 1Y | -1.9% | +11.9% | -13.8% | -11.8% |
| 3Y | +260.5% | +73.9% | +186.6% | +131.2% |
| 5Y | +765.1% | +57.9% | +707.2% | +504.1% |
| 10Y | +137.0% | +222.6% | -85.6% | +10.8% |
| All | +11.8% | +357.8% | -346.0% | -54.3% |
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