+4,406.2%
CF vs VYM
+492.8%
+3,913.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -2.8% |
| 7D | +6.0% | 0.0% | +6.0% | +6.0% |
| 30D | +14.8% | -0.5% | +15.4% | +15.5% |
| 3M | +14.1% | +3.0% | +11.0% | +9.8% |
| 6M | +28.5% | +8.2% | +20.3% | +15.0% |
| YTD | +74.9% | +15.8% | +59.1% | +44.2% |
| 1Y | +61.7% | +20.8% | +40.8% | +26.3% |
| 3Y | +80.3% | +65.3% | +15.1% | -6.4% |
| 5Y | +226.0% | +76.6% | +149.4% | +54.4% |
| 10Y | +569.9% | +203.9% | +366.0% | +67.6% |
| All | +4,406.2% | +492.8% | +3,913.4% | +468.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling