+59.3%
CF vs VYM
+68.0%
-8.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.1% | +0.8% |
| 7D | -3.2% | -2.8% | -0.3% | -2.5% |
| 30D | +4.3% | +1.0% | +3.3% | +3.5% |
| 3M | +2.8% | -2.9% | +5.7% | +3.5% |
| 6M | +0.6% | +2.6% | -1.9% | -1.0% |
| YTD | +56.6% | +12.8% | +43.8% | +45.9% |
| 1Y | +49.6% | +16.8% | +32.8% | +36.3% |
| All | +59.3% | +68.0% | -8.7% | +7.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling