+158.0%
VEA vs CI
+551.9%
-393.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.3% | -1.5% |
| 7D | 0.0% | +2.6% | -2.6% | -0.8% |
| 30D | -1.4% | +7.3% | -8.7% | -3.6% |
| 3M | -4.1% | +9.5% | -13.6% | -6.9% |
| 6M | -1.3% | +6.4% | -7.7% | -3.9% |
| YTD | +12.1% | +12.0% | +0.1% | +7.0% |
| 1Y | +16.1% | +20.1% | -4.0% | +8.4% |
| 3Y | +73.0% | +9.6% | +63.4% | +60.1% |
| 5Y | +55.1% | +52.7% | +2.4% | +26.3% |
| 10Y | +156.9% | +150.3% | +6.7% | +66.5% |
| All | +158.0% | +551.9% | -393.9% | -0.8% |
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