+173.7%
VEA vs CI
+504.2%
-330.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.8% |
| 7D | +1.0% | +1.3% | -0.3% | +0.5% |
| 30D | +1.9% | +4.4% | -2.5% | +0.6% |
| 3M | +3.2% | +0.7% | +2.6% | +2.5% |
| 6M | +10.2% | +0.3% | +9.9% | +9.2% |
| YTD | +18.9% | +3.8% | +15.1% | +16.3% |
| 1Y | +29.3% | -5.5% | +34.8% | +28.9% |
| 3Y | +76.8% | +8.1% | +68.7% | +64.1% |
| 5Y | +61.2% | +42.8% | +18.4% | +34.0% |
| 10Y | +163.3% | +143.9% | +19.4% | +71.5% |
| All | +173.7% | +504.2% | -330.5% | +7.9% |
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