+90.8%
CIK vs VT
+221.4%
-130.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.3% |
| 7D | +0.4% | +1.0% | -0.6% | -0.1% |
| 30D | +0.4% | -0.2% | +0.6% | +0.5% |
| 3M | +1.6% | +4.5% | -2.9% | -0.9% |
| 6M | -2.7% | +14.1% | -16.8% | -9.7% |
| YTD | -8.5% | +14.8% | -23.2% | -15.3% |
| 1Y | -10.2% | +21.2% | -31.4% | -19.5% |
| 3Y | +17.9% | +76.6% | -58.6% | -15.1% |
| 5Y | +10.6% | +66.6% | -56.0% | -18.4% |
| 10Y | +90.8% | +222.3% | -131.5% | -4.0% |
| All | +90.8% | +221.4% | -130.7% | -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