+487.0%
CF vs VFC
-44.8%
+531.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -0.6% |
| 7D | -0.9% | +7.7% | -8.6% | -2.3% |
| 30D | +6.9% | +39.2% | -32.3% | +0.4% |
| 3M | +4.8% | +40.3% | -35.4% | -1.9% |
| 6M | +4.7% | +11.4% | -6.7% | +1.1% |
| YTD | +56.5% | +17.5% | +39.0% | +47.3% |
| 1Y | +48.4% | +45.9% | +2.6% | +32.6% |
| 3Y | +59.1% | +47.3% | +11.8% | +23.2% |
| 5Y | +109.5% | -67.2% | +176.7% | +183.6% |
| 10Y | +487.0% | -46.1% | +533.0% | +551.8% |
| All | +487.0% | -44.8% | +531.7% | +551.8% |
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