+402.8%
VUG vs CI
+146.2%
+256.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.2% | -1.0% |
| 7D | +2.5% | +1.2% | +1.3% | +2.2% |
| 30D | -6.3% | +2.6% | -8.8% | -7.0% |
| 3M | -6.0% | +7.4% | -13.5% | -7.9% |
| 6M | -3.5% | -0.1% | -3.4% | -4.2% |
| YTD | +3.9% | +9.7% | -5.8% | +0.4% |
| 1Y | +5.1% | +12.1% | -7.0% | +0.9% |
| 3Y | +77.9% | +7.0% | +70.8% | +65.9% |
| 5Y | +62.4% | +49.7% | +12.7% | +32.5% |
| All | +402.8% | +146.2% | +256.7% | +246.8% |
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 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