-96.1%
YRD vs VT
+241.8%
-337.9%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.6% | -7.3% | -7.1% |
| 7D | -12.7% | +2.9% | -15.6% | -16.0% |
| 30D | -30.5% | -2.5% | -28.0% | -28.2% |
| 3M | -73.7% | -3.3% | -70.3% | -72.4% |
| 6M | -84.0% | +1.5% | -85.6% | -84.4% |
| YTD | -91.5% | +11.4% | -102.8% | -92.6% |
| 1Y | -94.1% | +11.9% | -106.0% | -94.9% |
| 3Y | -84.8% | +73.9% | -158.7% | -92.7% |
| 5Y | -90.8% | +57.9% | -148.7% | -94.8% |
| 10Y | -98.8% | +222.6% | -321.4% | -99.8% |
| All | -96.1% | +241.8% | -337.9% | -99.3% |
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