+61.5%
CF vs VFC
+39.5%
+22.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.5% | +0.7% |
| 7D | -3.2% | +11.2% | -14.4% | -3.3% |
| 30D | +4.3% | +41.5% | -37.2% | +4.0% |
| 3M | +2.8% | +38.9% | -36.1% | +2.5% |
| 6M | +0.6% | +6.1% | -5.5% | +0.8% |
| YTD | +56.6% | +14.5% | +42.1% | +56.2% |
| 1Y | +49.6% | +46.0% | +3.7% | +46.5% |
| 3Y | +61.5% | +36.4% | +25.1% | +52.8% |
| All | +61.5% | +39.5% | +22.0% | +52.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling