+42.7%
CI vs VTV
+80.1%
-37.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.2% | +1.1% |
| 7D | -1.1% | -0.7% | -0.4% | -0.6% |
| 30D | +0.5% | -0.5% | +1.0% | +0.9% |
| 3M | -5.2% | +5.3% | -10.5% | -9.0% |
| 6M | +4.3% | +12.9% | -8.5% | -5.4% |
| YTD | +2.8% | +18.5% | -15.7% | -10.3% |
| 1Y | -5.8% | +25.3% | -31.1% | -21.3% |
| 3Y | +4.7% | +68.2% | -63.5% | -32.7% |
| 5Y | +42.7% | +80.6% | -37.9% | -15.3% |
| All | +42.7% | +80.1% | -37.5% | -15.3% |
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