-0.6%
CFFN vs VT
+222.7%
-223.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.7% |
| 7D | +0.7% | +2.9% | -2.2% | -1.5% |
| 30D | +3.5% | -2.5% | +6.0% | +5.4% |
| 3M | -3.8% | -3.3% | -0.4% | -1.4% |
| 6M | +12.3% | +1.5% | +10.8% | +10.6% |
| YTD | +30.3% | +11.4% | +19.0% | +19.3% |
| 1Y | +39.3% | +11.9% | +27.4% | +27.0% |
| 3Y | +95.9% | +73.9% | +22.0% | +28.7% |
| 5Y | -7.3% | +57.9% | -65.1% | -35.1% |
| All | -0.6% | +222.7% | -223.3% | -62.1% |
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