+296.4%
VCYT vs VT
+258.6%
+37.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.7% | +2.7% | +1.6% |
| 7D | +4.4% | -0.3% | +4.7% | +5.0% |
| 30D | +10.2% | -1.4% | +11.6% | +12.9% |
| 3M | +13.2% | -1.4% | +14.6% | +16.0% |
| 6M | +57.0% | +5.5% | +51.5% | +43.8% |
| YTD | +24.8% | +12.8% | +11.9% | +2.4% |
| 1Y | +45.4% | +15.4% | +30.0% | +15.3% |
| 3Y | +114.7% | +76.9% | +37.8% | -14.0% |
| 5Y | 0.0% | +60.4% | -60.4% | -48.5% |
| 10Y | +736.3% | +232.8% | +503.5% | +84.1% |
| All | +296.4% | +258.6% | +37.8% | -18.2% |
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