+33.3%
CAF vs VT
+215.5%
-182.2%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.7% | -1.6% |
| 7D | +4.7% | -2.3% | +7.0% | +6.2% |
| 30D | -7.1% | -5.0% | -2.2% | -4.2% |
| 3M | -14.9% | -4.9% | -10.0% | -12.3% |
| 6M | -15.6% | -1.5% | -14.0% | -14.9% |
| YTD | -5.6% | +8.5% | -14.1% | -10.6% |
| 1Y | -1.0% | +11.4% | -12.4% | -7.8% |
| 3Y | +43.1% | +70.1% | -27.0% | +1.1% |
| 5Y | -13.0% | +53.7% | -66.7% | -34.8% |
| All | +33.3% | +215.5% | -182.2% | -36.4% |
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