+220.7%
CF vs VO
+42.6%
+178.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.1% |
| 7D | +6.0% | -0.3% | +6.3% | +6.1% |
| 30D | +14.8% | -0.3% | +15.2% | +14.9% |
| 3M | +14.1% | +2.9% | +11.1% | +12.2% |
| 6M | +28.5% | +9.3% | +19.2% | +21.8% |
| YTD | +74.9% | +14.2% | +60.8% | +61.5% |
| 1Y | +61.7% | +15.3% | +46.4% | +48.3% |
| 3Y | +80.3% | +56.2% | +24.1% | +35.6% |
| All | +220.7% | +42.6% | +178.1% | +160.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 5y: compounded portfolio wealth divided by compounded VO 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…
5y analysis · Full analysis span regression · 6 months rolling