+157.7%
CBFV vs VT
+215.5%
-57.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | +2.6% | -2.3% | +4.9% | +3.5% |
| 30D | +9.0% | -5.0% | +13.9% | +11.0% |
| 3M | +10.1% | -4.9% | +14.9% | +12.1% |
| 6M | +17.8% | -1.5% | +19.3% | +18.1% |
| YTD | +19.5% | +8.5% | +11.0% | +15.1% |
| 1Y | +31.2% | +11.4% | +19.8% | +25.0% |
| 3Y | +113.3% | +70.1% | +43.3% | +73.3% |
| 5Y | +105.9% | +53.7% | +52.2% | +73.3% |
| All | +157.7% | +215.5% | -57.8% | +74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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