-97.9%
YSG vs VT
+95.5%
-193.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +3.0% | +2.9% |
| 7D | -15.1% | -2.3% | -12.8% | -11.8% |
| 30D | -27.7% | -5.0% | -22.7% | -22.0% |
| 3M | -41.0% | -4.9% | -36.2% | -36.5% |
| 6M | -33.7% | -1.5% | -32.1% | -32.0% |
| YTD | -50.9% | +8.5% | -59.4% | -55.8% |
| 1Y | -70.6% | +11.4% | -82.0% | -74.5% |
| 3Y | -56.3% | +70.1% | -126.4% | -79.5% |
| 5Y | -86.2% | +53.7% | -139.9% | -91.9% |
| All | -97.9% | +95.5% | -193.4% | -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 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