+52.0%
CI vs VTV
+78.5%
-26.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -1.4% |
| 7D | -1.3% | -0.4% | -0.9% | -1.0% |
| 30D | +6.4% | +3.9% | +2.5% | +3.3% |
| 3M | +10.7% | +2.6% | +8.1% | +8.6% |
| 6M | +5.5% | +11.5% | -6.1% | -3.2% |
| YTD | +11.4% | +22.3% | -10.9% | -4.9% |
| 1Y | +15.0% | +24.5% | -9.5% | -3.1% |
| 3Y | +9.0% | +78.8% | -69.8% | -32.8% |
| 5Y | +52.0% | +78.6% | -26.7% | -5.9% |
| All | +52.0% | +78.5% | -26.6% | -5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling