-100.0%
YCBD vs VT
+169.0%
-268.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -4.8% | +0.4% | -5.2% | -5.4% |
| 30D | -19.3% | +1.0% | -20.3% | -20.3% |
| 3M | -36.5% | +2.4% | -38.9% | -38.2% |
| 6M | -38.0% | +12.0% | -50.0% | -45.3% |
| YTD | -64.7% | +15.3% | -80.1% | -70.0% |
| 1Y | -33.9% | +22.6% | -56.5% | -47.7% |
| 3Y | -94.7% | +74.7% | -169.4% | -97.3% |
| 5Y | -99.9% | +66.1% | -166.1% | -100.0% |
| All | -100.0% | +169.0% | -268.9% | -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 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