-100.0%
YCBD vs VT
+153.0%
-253.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.2% | +7.0% | +7.0% |
| 7D | +8.6% | -2.3% | +10.9% | +11.5% |
| 30D | +2.2% | -5.0% | +7.2% | +8.3% |
| 3M | -26.5% | -4.9% | -21.6% | -22.2% |
| 6M | -54.4% | -1.5% | -52.9% | -53.5% |
| YTD | -69.2% | +8.5% | -77.7% | -71.9% |
| 1Y | -46.7% | +11.4% | -58.0% | -53.3% |
| 3Y | -92.7% | +70.1% | -162.7% | -96.1% |
| 5Y | -99.9% | +53.7% | -153.7% | -100.0% |
| All | -100.0% | +153.0% | -253.0% | -100.0% |
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