+37.8%
CAF vs VT
+224.4%
-186.6%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.8% |
| 7D | +1.3% | -0.7% | +2.0% | +1.7% |
| 30D | -3.3% | -1.7% | -1.5% | -2.2% |
| 3M | -13.9% | -2.3% | -11.6% | -12.8% |
| 6M | -16.6% | +1.5% | -18.1% | -17.5% |
| YTD | -4.0% | +12.0% | -16.1% | -10.9% |
| 1Y | +1.5% | +12.9% | -11.4% | -6.2% |
| 3Y | +45.7% | +74.9% | -29.2% | +1.2% |
| 5Y | -12.2% | +59.9% | -72.2% | -35.9% |
| 10Y | +37.8% | +224.6% | -186.8% | -37.9% |
| All | +37.8% | +224.4% | -186.6% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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