+421.5%
CARR vs VFC
-70.5%
+492.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.4% | -2.9% | +0.4% |
| 7D | -3.8% | -1.4% | -2.4% | -3.4% |
| 30D | -8.9% | -9.0% | +0.1% | -6.8% |
| 3M | -17.3% | -24.2% | +6.9% | -12.2% |
| 6M | -1.4% | -18.5% | +17.1% | +2.6% |
| YTD | +10.0% | -25.9% | +35.9% | +16.7% |
| 1Y | -6.4% | -13.0% | +6.6% | -5.3% |
| 3Y | +1.5% | -20.3% | +21.9% | -6.3% |
| 5Y | +9.3% | -78.1% | +87.4% | +62.4% |
| All | +421.5% | -70.5% | +492.0% | +574.1% |
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