+142.2%
CI vs VTV
+229.4%
-87.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.3% |
| 7D | -1.7% | +2.3% | -4.0% | -4.0% |
| 30D | +4.9% | +3.8% | +1.1% | +1.0% |
| 3M | +7.4% | +1.7% | +5.7% | +5.6% |
| 6M | +0.4% | +10.9% | -10.5% | -9.8% |
| YTD | +9.5% | +21.7% | -12.3% | -10.6% |
| 1Y | +12.0% | +23.4% | -11.4% | -9.9% |
| 3Y | +7.1% | +78.0% | -70.9% | -42.4% |
| 5Y | +49.3% | +77.4% | -28.1% | -20.0% |
| All | +142.2% | +229.4% | -87.2% | -27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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