+1,440.2%
CI vs VTV
+721.7%
+718.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.0% |
| 7D | +1.3% | +0.5% | +0.8% | +0.7% |
| 30D | +4.4% | +1.1% | +3.3% | +3.3% |
| 3M | +0.7% | +5.9% | -5.2% | -5.4% |
| 6M | +0.3% | +11.6% | -11.3% | -10.8% |
| YTD | +3.8% | +19.8% | -16.0% | -14.4% |
| 1Y | -5.5% | +26.2% | -31.7% | -26.2% |
| 3Y | +8.1% | +68.5% | -60.4% | -39.0% |
| 5Y | +42.8% | +79.9% | -37.1% | -25.4% |
| 10Y | +143.9% | +229.7% | -85.8% | -32.6% |
| All | +1,440.2% | +721.7% | +718.5% | +46.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling