+648.8%
VCYT vs VT
+224.5%
+424.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | 0.0% | -4.8% | -4.8% |
| 7D | -1.9% | +0.4% | -2.3% | -2.7% |
| 30D | -7.8% | +1.0% | -8.8% | -9.4% |
| 3M | -14.8% | +2.4% | -17.2% | -18.8% |
| 6M | +17.3% | +12.0% | +5.3% | -4.0% |
| YTD | +1.0% | +15.3% | -14.3% | -21.5% |
| 1Y | +34.9% | +22.6% | +12.3% | -5.7% |
| 3Y | +59.3% | +74.7% | -15.4% | -39.3% |
| 5Y | -17.0% | +66.1% | -83.2% | -62.0% |
| All | +648.8% | +224.5% | +424.3% | +39.7% |
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 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