+128.2%
CI vs VTEB
+26.6%
+101.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.3% | -2.4% |
| 7D | -2.6% | -0.2% | -2.3% | -2.4% |
| 30D | -2.4% | -1.6% | -0.8% | -1.5% |
| 3M | -4.8% | -2.0% | -2.8% | -3.7% |
| 6M | +2.1% | -1.7% | +3.8% | +3.1% |
| YTD | +1.4% | -0.6% | +1.9% | +1.7% |
| 1Y | -6.8% | +1.8% | -8.6% | -7.8% |
| 3Y | +3.3% | +9.6% | -6.3% | -2.4% |
| 5Y | +41.1% | +2.1% | +39.0% | +40.3% |
| 10Y | +139.1% | +18.9% | +120.1% | +158.8% |
| All | +128.2% | +26.6% | +101.5% | +157.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling