+399.2%
CIBR vs VT
+235.7%
+163.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.7% | -0.7% |
| 7D | -4.0% | +0.4% | -4.5% | -4.5% |
| 30D | -3.1% | +1.0% | -4.0% | -4.0% |
| 3M | +4.4% | +2.4% | +2.0% | +1.9% |
| 6M | +46.7% | +12.0% | +34.7% | +29.8% |
| YTD | +32.7% | +15.3% | +17.4% | +13.9% |
| 1Y | +31.4% | +22.6% | +8.9% | +5.9% |
| 3Y | +102.9% | +74.7% | +28.2% | +13.5% |
| 5Y | +84.2% | +66.1% | +18.1% | +9.3% |
| 10Y | +413.3% | +225.0% | +188.3% | +56.4% |
| All | +399.2% | +235.7% | +163.4% | +49.1% |
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