-11.1%
VST vs CYCU
-99.9%
+88.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.4% | +4.9% | +3.5% |
| 7D | +8.9% | -8.1% | +17.0% | +9.0% |
| 30D | +6.2% | -43.0% | +49.2% | +6.8% |
| 3M | -2.7% | -50.8% | +48.1% | -3.8% |
| 6M | -8.4% | -74.1% | +65.8% | -8.4% |
| YTD | -7.2% | -84.0% | +76.8% | -5.9% |
| 1Y | -20.9% | -92.2% | +71.3% | -22.8% |
| All | -11.1% | -99.9% | +88.8% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CYCU.
Daily Out/Under-Performance
Portfolio return minus CYCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CYCU 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 CYCU 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