+67.8%
CF vs VFC
+50.0%
+17.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.1% | +0.1% |
| 7D | +4.8% | +1.6% | +3.2% | +4.8% |
| 30D | +4.7% | +25.5% | -20.8% | +4.5% |
| 3M | +7.4% | +41.3% | -33.9% | +7.1% |
| 6M | +0.6% | +22.2% | -21.6% | +0.4% |
| YTD | +64.1% | +16.4% | +47.7% | +63.6% |
| 1Y | +51.4% | +38.4% | +13.0% | +48.9% |
| 3Y | +67.8% | +56.2% | +11.6% | +56.1% |
| All | +67.8% | +50.0% | +17.8% | +56.1% |
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