-97.0%
CYPH vs VT
+201.9%
-298.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.1% | +2.6% | -20.7% | -22.0% |
| 7D | 0.0% | +0.4% | -0.4% | -0.6% |
| 30D | -19.7% | -2.6% | -17.1% | -15.6% |
| 3M | +242.5% | -3.2% | +245.8% | +267.2% |
| 6M | +98.3% | +0.9% | +97.4% | +110.4% |
| YTD | +103.4% | +11.3% | +92.1% | +95.8% |
| 1Y | +415.3% | +14.0% | +401.3% | +381.3% |
| 3Y | +58.4% | +75.8% | -17.5% | -11.3% |
| 5Y | -90.6% | +57.8% | -148.5% | -93.9% |
| All | -97.0% | +201.9% | -298.9% | -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