-97.9%
YSG vs VT
+100.6%
-198.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.6% | 0.0% | -1.0% |
| 7D | +9.5% | +0.4% | +9.1% | +9.5% |
| 30D | -24.0% | -2.6% | -21.4% | -20.8% |
| 3M | -42.4% | -3.2% | -39.1% | -39.4% |
| 6M | -33.1% | +0.9% | -34.0% | -33.7% |
| YTD | -49.6% | +11.3% | -60.9% | -56.3% |
| 1Y | -69.7% | +14.0% | -83.7% | -74.5% |
| 3Y | -52.7% | +75.8% | -128.6% | -78.8% |
| 5Y | -87.3% | +57.8% | -145.1% | -92.8% |
| All | -97.9% | +100.6% | -198.5% | -99.0% |
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 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