+139.1%
CI vs VO
+192.5%
-53.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -1.9% |
| 7D | -2.6% | +0.6% | -3.2% | -3.0% |
| 30D | -2.4% | -1.1% | -1.3% | -1.6% |
| 3M | -4.8% | +4.5% | -9.3% | -8.1% |
| 6M | +2.1% | +11.1% | -8.9% | -6.1% |
| YTD | +1.4% | +13.5% | -12.2% | -8.4% |
| 1Y | -6.8% | +14.5% | -21.3% | -16.3% |
| 3Y | +3.3% | +58.1% | -54.8% | -30.2% |
| 5Y | +41.1% | +43.3% | -2.2% | +1.6% |
| 10Y | +139.1% | +193.2% | -54.1% | -13.9% |
| All | +139.1% | +192.5% | -53.4% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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