-39.9%
CIA vs VT
+59.7%
-99.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +1.7% | +6.4% | +6.7% |
| 7D | +8.7% | -0.3% | +9.0% | +9.1% |
| 30D | +16.0% | -1.4% | +17.4% | +17.6% |
| 3M | -11.0% | -1.4% | -9.6% | -9.9% |
| 6M | -21.6% | +5.5% | -27.1% | -25.3% |
| YTD | -14.5% | +12.8% | -27.3% | -22.9% |
| 1Y | -29.4% | +15.4% | -44.8% | -37.5% |
| 3Y | +36.3% | +76.9% | -40.6% | -7.0% |
| All | -39.9% | +59.7% | -99.6% | -55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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