+34.8%
CF vs VFC
+52.5%
-17.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.4% | -8.8% | -3.4% |
| 7D | -6.9% | +21.5% | -28.3% | -2.7% |
| 30D | -3.7% | +46.7% | -50.4% | +4.7% |
| 3M | -5.0% | +38.4% | -43.3% | +2.6% |
| 6M | -10.5% | +15.2% | -25.7% | -5.8% |
| YTD | +46.5% | +17.8% | +28.7% | +56.7% |
| 1Y | +34.8% | +55.6% | -20.7% | +32.0% |
| All | +34.8% | +52.5% | -17.6% | +32.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling