+5.2%
CFFN vs VT
+217.6%
-212.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.4% |
| 7D | +1.4% | -0.1% | +1.5% | +1.5% |
| 30D | +3.5% | -3.1% | +6.6% | +5.9% |
| 3M | -0.9% | -3.5% | +2.6% | +1.7% |
| 6M | +11.7% | +0.5% | +11.3% | +10.9% |
| YTD | +32.5% | +10.8% | +21.7% | +21.8% |
| 1Y | +44.6% | +11.9% | +32.7% | +31.8% |
| 3Y | +99.1% | +73.0% | +26.2% | +31.4% |
| 5Y | -6.2% | +58.6% | -64.8% | -34.6% |
| 10Y | +5.2% | +219.2% | -214.0% | -57.6% |
| All | +5.2% | +217.6% | -212.4% | -57.6% |
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