+227.6%
CYTK vs VT
+374.2%
-146.6%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.6% | -1.6% |
| 7D | +0.9% | +0.4% | +0.4% | +0.4% |
| 30D | -7.8% | +1.0% | -8.7% | -8.9% |
| 3M | +0.6% | +2.4% | -1.8% | -2.3% |
| 6M | +16.8% | +12.0% | +4.8% | +2.6% |
| YTD | +14.4% | +15.3% | -0.9% | -2.8% |
| 1Y | +46.2% | +22.6% | +23.6% | +16.1% |
| 3Y | +102.0% | +74.7% | +27.3% | +8.2% |
| 5Y | +124.0% | +66.1% | +57.9% | +27.5% |
| 10Y | +601.9% | +225.0% | +376.9% | +89.8% |
| All | +227.6% | +374.2% | -146.6% | -19.3% |
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