+155.4%
CBFV vs VT
+224.4%
-69.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.7% |
| 7D | -1.0% | -0.7% | -0.3% | -0.7% |
| 30D | +9.0% | -1.7% | +10.8% | +9.7% |
| 3M | +8.1% | -2.3% | +10.4% | +9.0% |
| 6M | +18.1% | +1.5% | +16.6% | +17.1% |
| YTD | +19.8% | +12.0% | +7.7% | +14.0% |
| 1Y | +24.4% | +12.9% | +11.5% | +18.0% |
| 3Y | +114.6% | +74.9% | +39.6% | +72.3% |
| 5Y | +107.7% | +59.9% | +47.8% | +72.1% |
| 10Y | +155.4% | +224.6% | -69.3% | +66.1% |
| All | +155.4% | +224.4% | -69.0% | +66.1% |
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