+401.1%
CYD vs VT
+346.0%
+55.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.3% | -0.3% |
| 7D | -10.9% | -2.3% | -8.6% | -8.6% |
| 30D | -29.0% | -5.0% | -24.1% | -24.9% |
| 3M | -59.0% | -4.9% | -54.1% | -56.5% |
| 6M | -52.9% | -1.5% | -51.3% | -51.7% |
| YTD | -42.5% | +8.5% | -51.0% | -46.8% |
| 1Y | -47.2% | +11.4% | -58.6% | -52.4% |
| 3Y | +140.6% | +70.1% | +70.5% | +34.3% |
| 5Y | +78.6% | +53.7% | +24.9% | +10.0% |
| 10Y | +194.4% | +220.0% | -25.6% | -28.4% |
| All | +401.1% | +346.0% | +55.1% | -14.7% |
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