+590.1%
CF vs VYM
+207.1%
+383.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.6% | -1.6% |
| 7D | -2.0% | -1.9% | -0.1% | +0.1% |
| 30D | +15.3% | -2.6% | +17.9% | +18.6% |
| 3M | +24.3% | +3.6% | +20.7% | +19.2% |
| 6M | +23.9% | +8.7% | +15.2% | +11.3% |
| YTD | +77.3% | +14.1% | +63.1% | +50.1% |
| 1Y | +58.7% | +17.8% | +40.9% | +29.2% |
| 3Y | +72.8% | +64.5% | +8.3% | -8.2% |
| 5Y | +228.8% | +77.5% | +151.2% | +56.4% |
| All | +590.1% | +207.1% | +383.0% | +60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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