-87.4%
YRD vs VT
+254.0%
-341.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -2.9% | +0.4% | -3.3% | -3.4% |
| 30D | -8.9% | +1.0% | -9.9% | -10.0% |
| 3M | -17.1% | +2.4% | -19.5% | -19.6% |
| 6M | -73.2% | +12.0% | -85.2% | -77.0% |
| YTD | -72.4% | +15.3% | -87.8% | -77.3% |
| 1Y | -82.4% | +22.6% | -105.0% | -86.6% |
| 3Y | -58.1% | +74.7% | -132.8% | -80.1% |
| 5Y | -68.8% | +66.1% | -135.0% | -83.7% |
| 10Y | -94.8% | +225.0% | -319.8% | -99.0% |
| All | -87.4% | +254.0% | -341.4% | -98.0% |
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