+146.3%
CIVB vs VT
+215.5%
-69.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.5% |
| 7D | +1.1% | -2.3% | +3.4% | +3.5% |
| 30D | +7.3% | -5.0% | +12.2% | +12.8% |
| 3M | -0.5% | -4.9% | +4.4% | +4.4% |
| 6M | +14.9% | -1.5% | +16.4% | +15.3% |
| YTD | +31.1% | +8.5% | +22.6% | +18.3% |
| 1Y | +33.2% | +11.4% | +21.9% | +16.7% |
| 3Y | +111.3% | +70.1% | +41.2% | +15.1% |
| 5Y | +31.8% | +53.7% | -21.9% | -20.4% |
| All | +146.3% | +215.5% | -69.3% | -29.9% |
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