-38.3%
CAG vs VFC
-48.6%
+10.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.2% | -2.0% | +0.9% |
| 7D | -3.3% | +1.6% | -5.0% | -3.5% |
| 30D | +7.7% | +25.5% | -17.8% | +5.2% |
| 3M | -3.2% | +41.3% | -44.5% | -6.6% |
| 6M | +7.0% | +22.2% | -15.3% | +4.4% |
| YTD | -9.0% | +16.4% | -25.4% | -11.0% |
| 1Y | -9.6% | +38.4% | -48.0% | -13.2% |
| 3Y | -36.0% | +56.2% | -92.2% | -42.1% |
| 5Y | -40.9% | -68.2% | +27.3% | -35.5% |
| All | -38.3% | -48.6% | +10.3% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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