+284.5%
CIK vs VT
+374.2%
-89.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | 0.0% | +0.4% | -0.4% | -0.2% |
| 30D | +0.4% | +1.0% | -0.6% | -0.1% |
| 3M | 0.0% | +2.4% | -2.4% | -1.2% |
| 6M | -4.5% | +12.0% | -16.5% | -9.7% |
| YTD | -8.5% | +15.3% | -23.8% | -14.7% |
| 1Y | -9.6% | +22.6% | -32.2% | -18.2% |
| 3Y | +17.1% | +74.7% | -57.6% | -11.2% |
| 5Y | +11.2% | +66.1% | -54.9% | -14.4% |
| 10Y | +93.3% | +225.0% | -131.7% | +7.5% |
| All | +284.5% | +374.2% | -89.7% | +70.2% |
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