+17,377.4%
CAH vs VFC
+1,363.4%
+16,014.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.2% | -2.2% | +0.4% |
| 7D | +3.5% | +1.6% | +1.8% | +3.1% |
| 30D | +13.5% | +25.5% | -12.0% | +8.6% |
| 3M | +21.8% | +41.3% | -19.4% | +13.8% |
| 6M | +51.5% | +22.2% | +29.3% | +44.4% |
| YTD | +38.1% | +16.4% | +21.7% | +31.4% |
| 1Y | +37.7% | +38.4% | -0.7% | +26.2% |
| 3Y | +179.6% | +56.2% | +123.4% | +123.4% |
| 5Y | +504.9% | -68.2% | +573.1% | +589.3% |
| 10Y | +418.6% | -48.4% | +466.9% | +401.0% |
| All | +17,377.4% | +1,363.4% | +16,014.0% | +7,178.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling