+117.3%
YYY vs VT
+376.7%
-259.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.1% | +1.9% | +0.2% |
| 7D | -1.8% | -4.2% | +2.3% | +0.7% |
| 30D | -0.6% | -5.8% | +5.2% | +3.0% |
| 3M | -7.0% | -5.2% | -1.7% | -4.0% |
| 6M | -5.7% | +0.1% | -5.9% | -6.0% |
| YTD | -1.4% | +8.2% | -9.7% | -6.4% |
| 1Y | -0.3% | +10.1% | -10.5% | -6.3% |
| 3Y | +32.3% | +69.7% | -37.4% | -4.8% |
| 5Y | +8.8% | +53.4% | -44.6% | -17.6% |
| 10Y | +62.3% | +219.2% | -156.9% | -22.7% |
| All | +117.3% | +376.7% | -259.4% | -16.2% |
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