+1,528.1%
CI vs VTV
+736.6%
+791.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | 0.0% |
| 7D | +1.2% | +2.9% | -1.8% | -1.9% |
| 30D | +2.6% | +3.8% | -1.2% | -1.4% |
| 3M | +7.4% | +1.6% | +5.9% | +5.7% |
| 6M | -0.1% | +11.2% | -11.3% | -10.8% |
| YTD | +9.7% | +22.0% | -12.3% | -11.2% |
| 1Y | +12.1% | +24.9% | -12.8% | -11.5% |
| 3Y | +7.0% | +78.5% | -71.4% | -43.2% |
| 5Y | +49.7% | +77.8% | -28.1% | -20.8% |
| 10Y | +147.2% | +231.1% | -83.8% | -31.9% |
| All | +1,528.1% | +736.6% | +791.5% | +52.0% |
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