+308.6%
CFG vs VFC
-69.1%
+377.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.7% | -0.3% |
| 7D | +2.7% | +0.8% | +1.8% | +2.3% |
| 30D | -3.7% | -11.9% | +8.3% | +1.5% |
| 3M | +9.5% | -20.2% | +29.6% | +18.6% |
| 6M | +22.2% | -23.0% | +45.2% | +33.2% |
| YTD | +22.3% | -26.2% | +48.5% | +35.2% |
| 1Y | +39.4% | -13.3% | +52.8% | +41.2% |
| 3Y | +188.5% | -25.5% | +214.0% | +154.9% |
| 5Y | +101.5% | -78.1% | +179.7% | +273.2% |
| 10Y | +308.6% | -68.8% | +377.4% | +579.7% |
| All | +308.6% | -69.1% | +377.7% | +579.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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