+70.2%
CIFR vs VTEB
+4.7%
+65.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.4% | +5.4% | +4.9% |
| 7D | -5.0% | -0.9% | -4.1% | -2.8% |
| 30D | -5.7% | -2.5% | -3.2% | 0.0% |
| 3M | -25.5% | -3.0% | -22.6% | -20.4% |
| 6M | +19.4% | -2.1% | +21.5% | +25.8% |
| YTD | +14.2% | -1.5% | +15.6% | +18.7% |
| 1Y | +69.0% | +0.2% | +68.8% | +69.7% |
| 3Y | +503.9% | +8.6% | +495.4% | +367.1% |
| 5Y | +27.7% | +1.2% | +26.5% | -3.0% |
| All | +70.2% | +4.7% | +65.5% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 10y: compounded portfolio wealth divided by compounded VTEB 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…
10y analysis · Full analysis span regression · 6 months rolling