+396.2%
VUG vs CI
+147.8%
+248.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.3% | -1.3% |
| 7D | -1.2% | +2.6% | -3.8% | -1.8% |
| 30D | -8.9% | +7.3% | -16.2% | -10.5% |
| 3M | -5.9% | +9.5% | -15.4% | -8.2% |
| 6M | -3.3% | +6.4% | -9.7% | -5.4% |
| YTD | +3.4% | +12.0% | -8.6% | -0.5% |
| 1Y | +1.9% | +20.1% | -18.2% | -3.8% |
| 3Y | +76.9% | +9.6% | +67.3% | +64.1% |
| 5Y | +63.9% | +52.7% | +11.2% | +33.1% |
| 10Y | +396.2% | +150.3% | +245.9% | +241.9% |
| All | +396.2% | +147.8% | +248.4% | +241.9% |
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 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