+279.9%
CIK vs VT
+346.0%
-66.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | +1.3% | -2.3% | +3.6% | +2.4% |
| 30D | +2.2% | -5.0% | +7.1% | +4.6% |
| 3M | -0.4% | -4.9% | +4.5% | +1.9% |
| 6M | -3.9% | -1.5% | -2.3% | -3.4% |
| YTD | -9.6% | +8.5% | -18.0% | -13.3% |
| 1Y | -8.7% | +11.4% | -20.1% | -13.6% |
| 3Y | +17.9% | +70.1% | -52.1% | -9.4% |
| 5Y | +8.1% | +53.7% | -45.6% | -13.6% |
| 10Y | +92.1% | +220.0% | -127.9% | +7.7% |
| All | +279.9% | +346.0% | -66.1% | +73.0% |
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 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