+88.7%
VUG vs CI
+7.6%
+81.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.5% |
| 7D | -0.1% | +1.3% | -1.4% | -0.1% |
| 30D | -0.3% | +4.4% | -4.8% | -0.3% |
| 3M | -0.7% | +0.7% | -1.3% | -0.7% |
| 6M | +14.6% | +0.3% | +14.3% | +14.5% |
| YTD | +9.0% | +3.8% | +5.2% | +9.0% |
| 1Y | +14.9% | -5.5% | +20.4% | +14.8% |
| All | +88.7% | +7.6% | +81.1% | +85.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling