+261.2%
CIVB vs VT
+345.0%
-83.8%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.1% | +1.8% | +0.1% |
| 7D | -0.5% | -4.2% | +3.7% | +2.0% |
| 30D | +6.1% | -5.8% | +11.9% | +9.7% |
| 3M | -1.7% | -5.2% | +3.5% | +1.2% |
| 6M | +14.5% | +0.1% | +14.3% | +13.8% |
| YTD | +30.2% | +8.2% | +22.0% | +23.6% |
| 1Y | +33.0% | +10.1% | +22.8% | +24.9% |
| 3Y | +108.5% | +69.7% | +38.9% | +53.0% |
| 5Y | +30.9% | +53.4% | -22.5% | +0.9% |
| 10Y | +146.4% | +219.2% | -72.9% | +40.6% |
| All | +261.2% | +345.0% | -83.8% | +131.1% |
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