+160.5%
VEA vs CI
+146.2%
+14.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +2.3% | +1.2% | +1.1% | +2.0% |
| 30D | +0.2% | +2.6% | -2.4% | -0.5% |
| 3M | -5.3% | +7.4% | -12.8% | -7.1% |
| 6M | -0.9% | -0.1% | -0.8% | -1.5% |
| YTD | +12.2% | +9.7% | +2.5% | +8.7% |
| 1Y | +16.1% | +12.1% | +4.0% | +11.9% |
| 3Y | +73.0% | +7.0% | +66.0% | +63.5% |
| 5Y | +53.7% | +49.7% | +4.0% | +28.7% |
| All | +160.5% | +146.2% | +14.3% | +85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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