+577.4%
CF vs VFC
-67.5%
+644.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.4% | -5.6% | -3.7% |
| 7D | +6.0% | -1.6% | +7.6% | +6.3% |
| 30D | +14.8% | -11.6% | +26.5% | +17.4% |
| 3M | +14.1% | -18.1% | +32.2% | +17.0% |
| 6M | +28.5% | -27.4% | +55.9% | +33.3% |
| YTD | +74.9% | -24.8% | +99.8% | +79.5% |
| 1Y | +61.7% | -8.2% | +69.9% | +56.8% |
| 3Y | +80.3% | -29.1% | +109.4% | +65.5% |
| 5Y | +226.0% | -79.2% | +305.1% | +380.2% |
| All | +577.4% | -67.5% | +644.9% | +713.0% |
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 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