-96.7%
CYPH vs VT
+211.2%
-307.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.5% | +9.2% | +9.4% |
| 7D | +53.8% | +1.0% | +52.8% | +52.0% |
| 30D | +281.7% | -0.2% | +281.9% | +283.9% |
| 3M | +271.5% | +4.5% | +266.9% | +252.8% |
| 6M | +411.7% | +14.1% | +397.6% | +358.3% |
| YTD | +126.7% | +14.8% | +112.0% | +104.7% |
| 1Y | +819.6% | +21.2% | +798.4% | +680.3% |
| 3Y | +42.2% | +76.6% | -34.4% | -22.9% |
| 5Y | -83.4% | +66.6% | -149.9% | -90.1% |
| All | -96.7% | +211.2% | -307.9% | -99.2% |
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 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