-73.3%
YSG vs VT
+21.4%
-94.7%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +3.3% |
| 7D | +2.6% | +1.0% | +1.6% | +1.0% |
| 30D | -19.7% | -0.2% | -19.5% | -19.5% |
| 3M | -6.2% | +4.5% | -10.7% | -13.0% |
| 6M | -27.2% | +14.1% | -41.3% | -40.5% |
| YTD | -29.8% | +14.8% | -44.6% | -44.0% |
| 1Y | -73.3% | +21.2% | -94.5% | -82.1% |
| All | -73.3% | +21.4% | -94.7% | -82.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling