+144.6%
CIVB vs VT
+217.6%
-73.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.5% | +0.6% |
| 7D | +1.1% | -0.1% | +1.3% | +1.1% |
| 30D | +9.7% | -3.1% | +12.8% | +13.0% |
| 3M | +3.0% | -3.5% | +6.5% | +6.4% |
| 6M | +16.6% | +0.5% | +16.2% | +14.7% |
| YTD | +33.1% | +10.8% | +22.3% | +17.5% |
| 1Y | +34.6% | +11.9% | +22.7% | +17.3% |
| 3Y | +118.6% | +73.0% | +45.7% | +17.1% |
| 5Y | +32.6% | +58.6% | -26.0% | -22.7% |
| 10Y | +144.6% | +219.2% | -74.6% | -33.4% |
| All | +144.6% | +217.6% | -73.1% | -33.4% |
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