+1,250.4%
VUG vs CI
+1,468.3%
-217.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.1% |
| 7D | -0.1% | +1.3% | -1.4% | -0.5% |
| 30D | -0.3% | +4.4% | -4.8% | -1.5% |
| 3M | -0.7% | +0.7% | -1.3% | -1.3% |
| 6M | +14.6% | +0.3% | +14.3% | +13.7% |
| YTD | +9.0% | +3.8% | +5.2% | +6.9% |
| 1Y | +14.9% | -5.5% | +20.4% | +14.5% |
| 3Y | +86.0% | +8.1% | +77.9% | +73.2% |
| 5Y | +76.7% | +42.8% | +33.9% | +49.5% |
| 10Y | +411.3% | +143.9% | +267.4% | +254.7% |
| All | +1,250.4% | +1,468.3% | -217.8% | +430.2% |
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