-100.0%
YYGH vs VT
+59.0%
-159.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -2.9% |
| 7D | -6.1% | +1.0% | -7.1% | -7.3% |
| 30D | +23.2% | -0.2% | +23.4% | +23.4% |
| 3M | -64.5% | +4.5% | -69.1% | -67.3% |
| 6M | -99.2% | +14.1% | -113.2% | -99.3% |
| YTD | -99.5% | +14.8% | -114.3% | -99.6% |
| 1Y | -99.9% | +21.2% | -121.1% | -99.9% |
| All | -100.0% | +59.0% | -159.0% | -100.0% |
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