+475.1%
CYD vs VT
+221.4%
+253.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.2% |
| 7D | +2.7% | +1.0% | +1.7% | +1.9% |
| 30D | -20.3% | -0.2% | -20.1% | -20.1% |
| 3M | -32.0% | +4.5% | -36.5% | -34.1% |
| 6M | -6.9% | +14.1% | -20.9% | -15.3% |
| YTD | +8.4% | +14.8% | -6.4% | -1.9% |
| 1Y | +15.9% | +21.2% | -5.3% | +1.1% |
| 3Y | +268.8% | +76.6% | +192.2% | +141.2% |
| 5Y | +212.0% | +66.6% | +145.4% | +112.4% |
| 10Y | +475.1% | +222.3% | +252.8% | +118.1% |
| All | +475.1% | +221.4% | +253.6% | +118.1% |
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