+10.2%
CFFN vs VT
+215.5%
-205.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.1% |
| 7D | +1.0% | -2.3% | +3.3% | +2.8% |
| 30D | +1.1% | -5.0% | +6.1% | +5.0% |
| 3M | -4.4% | -4.9% | +0.5% | -0.8% |
| 6M | +9.8% | -1.5% | +11.3% | +10.7% |
| YTD | +29.9% | +8.5% | +21.4% | +21.3% |
| 1Y | +44.1% | +11.4% | +32.8% | +31.9% |
| 3Y | +77.7% | +70.1% | +7.6% | +18.9% |
| 5Y | -5.9% | +53.7% | -59.7% | -32.8% |
| All | +10.2% | +215.5% | -205.4% | -53.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling