-100.0%
YCBD vs VT
+158.9%
-258.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.3% | -4.3% | -4.3% |
| 7D | -10.1% | +2.4% | -12.4% | -12.7% |
| 30D | +5.9% | -1.5% | +7.5% | +7.4% |
| 3M | -33.8% | -4.1% | -29.7% | -30.7% |
| 6M | -53.0% | +0.6% | -53.6% | -53.4% |
| YTD | -72.3% | +11.0% | -83.3% | -75.4% |
| 1Y | -49.3% | +13.3% | -62.7% | -56.6% |
| 3Y | -93.2% | +73.4% | -166.6% | -96.5% |
| 5Y | -99.9% | +57.4% | -157.4% | -100.0% |
| All | -100.0% | +158.9% | -258.9% | -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