+409.7%
VUG vs CI
+142.6%
+267.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.5% | +0.1% |
| 7D | +0.9% | -2.0% | +2.9% | +1.3% |
| 30D | -1.4% | -1.8% | +0.4% | -1.0% |
| 3M | +2.3% | -4.2% | +6.6% | +3.0% |
| 6M | +15.7% | +2.7% | +13.0% | +14.1% |
| YTD | +8.6% | +1.9% | +6.7% | +7.1% |
| 1Y | +14.1% | -6.3% | +20.3% | +14.0% |
| 3Y | +87.9% | +3.9% | +84.0% | +76.0% |
| 5Y | +76.3% | +41.9% | +34.4% | +45.8% |
| 10Y | +409.7% | +140.4% | +269.3% | +256.3% |
| All | +409.7% | +142.6% | +267.1% | +256.3% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling