-94.9%
YRD vs VT
+226.9%
-321.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +1.7% |
| 7D | -1.6% | -2.0% | +0.4% | +1.0% |
| 30D | -19.2% | -1.4% | -17.8% | -17.6% |
| 3M | -15.8% | +4.7% | -20.5% | -20.6% |
| 6M | -73.3% | +11.4% | -84.6% | -76.8% |
| YTD | -73.1% | +13.1% | -86.2% | -77.1% |
| 1Y | -82.7% | +19.0% | -101.8% | -86.2% |
| 3Y | -57.2% | +73.9% | -131.2% | -79.0% |
| 5Y | -69.9% | +65.4% | -135.3% | -83.7% |
| All | -94.9% | +226.9% | -321.8% | -98.7% |
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