+186.1%
CYD vs VT
+223.7%
-37.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.6% | +0.7% | +1.2% |
| 7D | -6.2% | +0.4% | -6.6% | -6.4% |
| 30D | -30.7% | -2.6% | -28.1% | -29.1% |
| 3M | -56.3% | -3.2% | -53.1% | -55.0% |
| 6M | -54.4% | +0.9% | -55.4% | -54.4% |
| YTD | -40.6% | +11.3% | -52.0% | -44.8% |
| 1Y | -47.2% | +14.0% | -61.2% | -51.7% |
| 3Y | +143.4% | +75.8% | +67.6% | +59.6% |
| 5Y | +84.5% | +57.8% | +26.7% | +31.1% |
| 10Y | +186.1% | +219.8% | -33.7% | -8.5% |
| All | +186.1% | +223.7% | -37.5% | -8.5% |
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