+91.8%
CIK vs VT
+222.7%
-130.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.1% |
| 7D | -0.4% | -0.1% | -0.3% | -0.3% |
| 30D | -0.4% | -0.7% | +0.3% | -0.1% |
| 3M | 0.0% | +4.0% | -4.0% | -2.3% |
| 6M | -2.4% | +12.3% | -14.7% | -8.6% |
| YTD | -8.8% | +14.0% | -22.9% | -15.4% |
| 1Y | -10.9% | +20.3% | -31.2% | -19.8% |
| 3Y | +17.4% | +75.4% | -58.0% | -15.2% |
| 5Y | +10.1% | +66.0% | -55.8% | -18.6% |
| 10Y | +91.8% | +228.2% | -136.4% | -4.0% |
| All | +91.8% | +222.7% | -130.8% | -4.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling