+246.7%
CB vs VFC
-47.4%
+294.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | -1.0% | -1.4% | +0.4% | -0.8% |
| 30D | +7.3% | +30.7% | -23.4% | +3.0% |
| 3M | +7.0% | +40.6% | -33.6% | +1.4% |
| 6M | +16.3% | +16.5% | -0.1% | +12.7% |
| YTD | +19.7% | +16.2% | +3.6% | +15.2% |
| 1Y | +27.8% | +42.4% | -14.6% | +18.5% |
| 3Y | +72.0% | +48.1% | +23.9% | +41.7% |
| 5Y | +104.9% | -67.8% | +172.7% | +168.2% |
| 10Y | +246.7% | -48.5% | +295.2% | +290.6% |
| All | +246.7% | -47.4% | +294.2% | +290.6% |
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 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