+5,294.5%
CF vs VFC
+161.9%
+5,132.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.9% | +9.1% | +7.0% |
| 7D | +0.4% | +10.9% | -10.5% | -2.9% |
| 30D | +2.2% | +40.6% | -38.4% | -8.2% |
| 3M | +2.1% | +34.4% | -32.3% | -7.5% |
| 6M | -6.5% | +12.3% | -18.8% | -12.5% |
| YTD | +55.6% | +14.4% | +41.2% | +41.6% |
| 1Y | +42.3% | +40.6% | +1.7% | +20.1% |
| 3Y | +55.7% | +40.1% | +15.6% | +6.9% |
| 5Y | +122.4% | -67.6% | +190.0% | +180.2% |
| 10Y | +568.5% | -45.9% | +614.5% | +484.0% |
| All | +5,294.5% | +161.9% | +5,132.6% | +1,536.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling