+51.2%
CI vs VFC
-68.3%
+119.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.0% | +0.1% |
| 7D | +1.2% | +1.6% | -0.5% | +1.1% |
| 30D | +2.6% | +25.5% | -22.9% | +1.3% |
| 3M | +7.4% | +41.3% | -33.9% | +5.5% |
| 6M | -0.1% | +22.2% | -22.3% | -1.4% |
| YTD | +9.7% | +16.4% | -6.7% | +8.4% |
| 1Y | +12.1% | +38.4% | -26.3% | +9.7% |
| 3Y | +7.0% | +56.2% | -49.2% | +0.9% |
| All | +51.2% | -68.3% | +119.6% | +91.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling