+158.3%
VEA vs CI
+537.1%
-378.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.2% |
| 7D | +1.8% | -1.7% | +3.5% | +2.3% |
| 30D | -0.9% | +4.9% | -5.8% | -2.4% |
| 3M | -5.0% | +7.4% | -12.4% | -7.3% |
| 6M | 0.0% | +0.4% | -0.4% | -0.9% |
| YTD | +12.2% | +9.5% | +2.7% | +7.8% |
| 1Y | +14.7% | +12.0% | +2.8% | +9.4% |
| 3Y | +73.2% | +7.1% | +66.1% | +61.4% |
| 5Y | +53.7% | +49.3% | +4.4% | +26.0% |
| 10Y | +159.3% | +146.6% | +12.7% | +68.7% |
| All | +158.3% | +537.1% | -378.9% | 0.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling