+568.0%
CF vs VFC
-46.8%
+614.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.5% | +0.7% |
| 7D | -3.2% | +11.2% | -14.4% | -5.2% |
| 30D | +4.3% | +41.5% | -37.2% | -2.3% |
| 3M | +2.8% | +38.9% | -36.1% | -3.7% |
| 6M | +0.6% | +6.1% | -5.5% | -1.9% |
| YTD | +56.6% | +14.5% | +42.1% | +48.1% |
| 1Y | +49.6% | +46.0% | +3.7% | +33.5% |
| 3Y | +61.5% | +36.4% | +25.1% | +27.8% |
| 5Y | +124.0% | -67.5% | +191.5% | +202.3% |
| All | +568.0% | -46.8% | +614.8% | +646.9% |
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