+129.5%
CI vs VTEB
+26.6%
+102.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -2.0% | -0.2% | -1.8% | -1.9% |
| 30D | -1.8% | -1.6% | -0.2% | -0.9% |
| 3M | -4.2% | -2.0% | -2.2% | -3.1% |
| 6M | +2.7% | -1.7% | +4.4% | +3.7% |
| YTD | +1.9% | -0.6% | +2.5% | +2.2% |
| 1Y | -6.3% | +1.8% | -8.1% | -7.3% |
| 3Y | +3.9% | +9.6% | -5.7% | -1.8% |
| 5Y | +41.9% | +2.1% | +39.8% | +41.0% |
| 10Y | +140.4% | +18.9% | +121.5% | +160.3% |
| All | +129.5% | +26.6% | +102.8% | +158.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded VTEB 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling