+7.7%
CARR vs VFC
-79.4%
+87.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -1.9% |
| 7D | -4.1% | -3.3% | -0.8% | -3.4% |
| 30D | -11.0% | -14.0% | +3.0% | -8.1% |
| 3M | -16.4% | -22.6% | +6.2% | -12.3% |
| 6M | -2.4% | -24.7% | +22.3% | +2.7% |
| YTD | +8.4% | -29.0% | +37.4% | +15.2% |
| 1Y | -8.0% | -13.8% | +5.8% | -6.7% |
| 3Y | +0.6% | -28.2% | +28.8% | -1.9% |
| 5Y | +7.7% | -79.0% | +86.7% | +69.9% |
| All | +7.7% | -79.4% | +87.2% | +69.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling