+715.3%
CYTK vs VT
+222.7%
+492.6%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -0.9% |
| 7D | +3.0% | -0.1% | +3.2% | +3.2% |
| 30D | -4.4% | -0.7% | -3.7% | -3.7% |
| 3M | +8.3% | +4.0% | +4.3% | +3.5% |
| 6M | +18.7% | +12.3% | +6.4% | +4.1% |
| YTD | +16.6% | +14.0% | +2.6% | +0.5% |
| 1Y | +43.9% | +20.3% | +23.6% | +17.0% |
| 3Y | +105.5% | +75.4% | +30.1% | +9.6% |
| 5Y | +146.6% | +66.0% | +80.7% | +40.8% |
| 10Y | +715.3% | +228.2% | +487.1% | +114.9% |
| All | +715.3% | +222.7% | +492.6% | +114.9% |
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