-100.0%
CISS vs VT
+71.6%
-171.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.3% |
| 7D | -8.6% | +2.9% | -11.5% | -10.9% |
| 30D | -44.1% | -2.5% | -41.6% | -42.8% |
| 3M | -89.5% | -3.3% | -86.1% | -89.2% |
| 6M | -99.7% | +1.5% | -101.3% | -99.7% |
| YTD | -100.0% | +11.4% | -111.3% | -100.0% |
| 1Y | -100.0% | +11.9% | -111.9% | -100.0% |
| 3Y | -100.0% | +73.9% | -173.9% | -100.0% |
| All | -100.0% | +71.6% | -171.6% | -100.0% |
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