-32.4%
CIA vs VT
+363.9%
-396.3%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +1.7% | +6.4% | +6.3% |
| 7D | +8.7% | -0.3% | +9.0% | +9.2% |
| 30D | +16.0% | -1.4% | +17.4% | +18.0% |
| 3M | -11.0% | -1.4% | -9.6% | -9.6% |
| 6M | -21.6% | +5.5% | -27.1% | -26.4% |
| YTD | -14.5% | +12.8% | -27.3% | -25.2% |
| 1Y | -29.4% | +15.4% | -44.8% | -39.7% |
| 3Y | +36.3% | +76.9% | -40.6% | -25.4% |
| 5Y | -37.8% | +60.4% | -98.2% | -63.5% |
| 10Y | -47.6% | +232.8% | -280.4% | -86.8% |
| All | -32.4% | +363.9% | -396.3% | -87.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling