-99.9%
YCBD vs VT
+57.5%
-157.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.2% |
| 7D | -8.4% | -0.1% | -8.2% | -8.5% |
| 30D | -1.5% | -3.1% | +1.5% | +1.2% |
| 3M | -32.2% | -3.5% | -28.7% | -29.9% |
| 6M | -54.3% | +0.5% | -54.7% | -54.5% |
| YTD | -71.6% | +10.8% | -82.3% | -74.2% |
| 1Y | -52.2% | +11.9% | -64.1% | -57.4% |
| 3Y | -93.2% | +73.0% | -166.2% | -96.0% |
| 5Y | -99.9% | +58.6% | -158.5% | -99.9% |
| All | -99.9% | +57.5% | -157.5% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling