+66.3%
CNYA vs VT
+229.8%
-163.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.9% |
| 7D | -1.8% | -1.1% | -0.7% | -1.1% |
| 30D | -4.6% | -1.0% | -3.6% | -4.0% |
| 3M | -4.5% | +3.2% | -7.6% | -6.4% |
| 6M | -2.5% | +12.5% | -15.0% | -9.8% |
| YTD | +1.0% | +14.1% | -13.0% | -7.4% |
| 1Y | +4.6% | +18.9% | -14.3% | -6.8% |
| 3Y | +32.8% | +74.1% | -41.2% | -9.3% |
| 5Y | -9.8% | +66.9% | -76.7% | -37.2% |
| All | +66.3% | +229.8% | -163.5% | -22.3% |
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