-6.8%
CI vs VFC
-11.5%
+4.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.9% | -0.5% | -2.1% |
| 7D | -2.6% | +0.8% | -3.4% | -2.7% |
| 30D | -2.4% | -11.9% | +9.6% | -0.8% |
| 3M | -4.8% | -20.2% | +15.4% | -2.6% |
| 6M | +2.1% | -23.0% | +25.1% | +4.2% |
| YTD | +1.4% | -26.2% | +27.6% | +2.9% |
| 1Y | -6.8% | -13.3% | +6.6% | -8.9% |
| All | -6.8% | -11.5% | +4.7% | -8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling