+232.8%
VCYT vs VT
+217.6%
+15.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.5% | -6.7% | -6.3% |
| 7D | -52.2% | -0.1% | -52.0% | -48.1% |
| 30D | -46.8% | -3.1% | -43.7% | -39.2% |
| 3M | -48.0% | -3.5% | -44.5% | -40.1% |
| 6M | -40.5% | +0.5% | -40.9% | -36.5% |
| YTD | -42.9% | +10.8% | -53.6% | -48.4% |
| 1Y | -43.2% | +11.9% | -55.1% | -49.6% |
| 3Y | +8.4% | +73.0% | -64.6% | -54.9% |
| 5Y | -47.7% | +58.6% | -106.3% | -72.1% |
| 10Y | +232.8% | +219.2% | +13.6% | -21.3% |
| All | +232.8% | +217.6% | +15.1% | -21.3% |
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