+7,463.6%
CI vs VFC
+845.1%
+6,618.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.7% | -1.9% |
| 7D | +1.3% | -1.6% | +2.9% | +1.7% |
| 30D | +4.4% | -11.6% | +16.1% | +7.5% |
| 3M | +0.7% | -18.1% | +18.8% | +4.6% |
| 6M | +0.3% | -27.4% | +27.7% | +6.6% |
| YTD | +3.8% | -24.8% | +28.6% | +8.9% |
| 1Y | -5.5% | -8.2% | +2.7% | -6.5% |
| 3Y | +8.1% | -29.1% | +37.2% | -0.6% |
| 5Y | +42.8% | -79.2% | +122.0% | +84.0% |
| 10Y | +143.9% | -68.1% | +212.0% | +159.8% |
| All | +7,463.6% | +845.1% | +6,618.5% | +3,109.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling