-90.4%
YSG vs VT
+66.2%
-156.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.2% | 0.0% | +12.3% | +12.3% |
| 7D | -12.5% | +0.4% | -12.9% | -13.1% |
| 30D | -16.9% | +1.0% | -17.8% | -18.0% |
| 3M | -13.4% | +2.4% | -15.7% | -16.1% |
| 6M | -32.3% | +12.0% | -44.3% | -42.0% |
| YTD | -31.6% | +15.3% | -47.0% | -43.8% |
| 1Y | -69.7% | +22.6% | -92.3% | -77.0% |
| 3Y | -47.3% | +74.7% | -122.0% | -76.2% |
| All | -90.4% | +66.2% | -156.6% | -94.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling