+243.5%
VCYT vs VT
+222.7%
+20.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -0.8% |
| 7D | +2.6% | +2.9% | -0.3% | -2.3% |
| 30D | -42.9% | -2.5% | -40.4% | -35.3% |
| 3M | -44.9% | -3.3% | -41.5% | -36.6% |
| 6M | -37.7% | +1.5% | -39.3% | -34.8% |
| YTD | -41.5% | +11.4% | -52.9% | -47.7% |
| 1Y | -41.8% | +11.9% | -53.7% | -48.4% |
| 3Y | +10.9% | +73.9% | -62.9% | -54.2% |
| 5Y | -48.8% | +57.9% | -106.7% | -72.6% |
| All | +243.5% | +222.7% | +20.8% | -17.3% |
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 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