-87.5%
YSG vs VT
+57.0%
-144.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.1% |
| 7D | +1.6% | +2.4% | -0.8% | -1.7% |
| 30D | -22.4% | -1.5% | -20.9% | -20.3% |
| 3M | -42.9% | -4.1% | -38.8% | -39.3% |
| 6M | -29.2% | +0.6% | -29.8% | -29.5% |
| YTD | -50.1% | +11.0% | -61.2% | -56.6% |
| 1Y | -70.8% | +13.3% | -84.1% | -75.3% |
| 3Y | -52.9% | +73.4% | -126.3% | -78.5% |
| All | -87.5% | +57.0% | -144.5% | -92.6% |
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