+158.7%
CI vs VFC
-46.8%
+205.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.8% | -2.6% |
| 7D | -1.6% | +11.2% | -12.8% | -3.2% |
| 30D | +5.4% | +41.5% | -36.1% | -0.1% |
| 3M | +7.3% | +38.9% | -31.7% | +1.8% |
| 6M | +5.3% | +6.1% | -0.8% | +3.6% |
| YTD | +8.5% | +14.5% | -6.1% | +4.8% |
| 1Y | +17.1% | +46.0% | -28.8% | +8.6% |
| 3Y | +1.4% | +36.4% | -35.0% | -13.9% |
| 5Y | +50.5% | -67.5% | +118.0% | +95.5% |
| All | +158.7% | -46.8% | +205.6% | +185.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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