+454.7%
CF vs VT
+356.1%
+98.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -3.0% | -3.0% |
| 7D | -3.1% | -1.6% | -1.5% | -1.6% |
| 30D | +1.6% | -2.5% | +4.1% | +4.0% |
| 3M | -0.8% | -1.3% | +0.6% | 0.0% |
| 6M | -3.9% | +3.1% | -7.0% | -8.7% |
| YTD | +53.2% | +10.9% | +42.3% | +31.7% |
| 1Y | +41.2% | +12.1% | +29.2% | +19.9% |
| 3Y | +53.4% | +73.9% | -20.5% | -21.7% |
| 5Y | +123.2% | +58.0% | +65.3% | +23.1% |
| 10Y | +573.5% | +225.5% | +348.0% | +68.9% |
| All | +454.7% | +356.1% | +98.6% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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