+54.8%
CF vs VLTO
+54.1%
+0.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.4% | +6.6% | +6.2% |
| 7D | +0.4% | +12.0% | -11.6% | -1.0% |
| 30D | +2.2% | +20.8% | -18.6% | 0.0% |
| 3M | +2.1% | +20.1% | -18.0% | -0.1% |
| 6M | -6.5% | +32.6% | -39.2% | -9.8% |
| YTD | +55.6% | +17.3% | +38.2% | +52.6% |
| 1Y | +42.3% | +17.3% | +25.0% | +39.5% |
| 3Y | +55.7% | +66.9% | -11.2% | +52.9% |
| All | +54.8% | +54.1% | +0.7% | +48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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