+1,155.8%
VUG vs CI
+1,538.8%
-383.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.6% | +3.5% | +1.6% |
| 7D | -3.4% | -1.6% | -1.8% | -3.0% |
| 30D | -11.1% | +5.4% | -16.5% | -12.5% |
| 3M | -7.2% | +7.3% | -14.5% | -9.2% |
| 6M | -4.1% | +5.3% | -9.4% | -6.2% |
| YTD | +1.4% | +8.5% | -7.1% | -2.0% |
| 1Y | +1.9% | +17.1% | -15.2% | -3.6% |
| 3Y | +77.7% | +1.4% | +76.3% | +68.5% |
| 5Y | +57.6% | +50.5% | +7.1% | +31.3% |
| 10Y | +398.6% | +168.5% | +230.0% | +236.6% |
| All | +1,155.8% | +1,538.8% | -383.0% | +386.2% |
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