+503.9%
CIFR vs VTEB
+8.6%
+495.4%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.4% | +5.4% | +5.4% |
| 7D | -5.0% | -0.9% | -4.1% | -4.2% |
| 30D | -5.7% | -2.5% | -3.2% | -3.7% |
| 3M | -25.5% | -3.0% | -22.6% | -23.6% |
| 6M | +19.4% | -2.1% | +21.5% | +21.7% |
| YTD | +14.2% | -1.5% | +15.6% | +16.2% |
| 1Y | +69.0% | +0.2% | +68.8% | +71.2% |
| 3Y | +503.9% | +8.6% | +495.4% | +405.0% |
| All | +503.9% | +8.6% | +495.4% | +405.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling