+221.0%
VCYT vs VT
+266.5%
-45.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | 0.0% | -4.8% | -4.8% |
| 7D | -1.9% | +0.4% | -2.3% | -2.6% |
| 30D | -7.8% | +1.0% | -8.8% | -9.3% |
| 3M | -14.8% | +2.4% | -17.2% | -18.5% |
| 6M | +17.3% | +12.0% | +5.3% | -2.6% |
| YTD | +1.0% | +15.3% | -14.3% | -20.1% |
| 1Y | +34.9% | +22.6% | +12.3% | -3.2% |
| 3Y | +59.3% | +74.7% | -15.4% | -34.6% |
| 5Y | -17.0% | +66.1% | -83.2% | -59.5% |
| 10Y | +652.7% | +225.0% | +427.7% | +67.9% |
| All | +221.0% | +266.5% | -45.5% | -36.2% |
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