+330.5%
CFG vs VFC
-53.7%
+384.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.3% | +1.1% |
| 7D | -0.8% | -1.4% | +0.6% | -0.2% |
| 30D | +3.1% | +30.7% | -27.6% | -8.0% |
| 3M | -9.7% | +40.6% | -50.3% | -22.3% |
| 6M | +6.7% | +16.5% | -9.8% | -2.1% |
| YTD | +15.2% | +16.2% | -1.0% | +4.6% |
| 1Y | +28.8% | +42.4% | -13.7% | +6.6% |
| 3Y | +190.1% | +48.1% | +142.0% | +91.1% |
| 5Y | +63.4% | -67.8% | +131.2% | +150.8% |
| 10Y | +219.8% | -48.5% | +268.2% | +292.7% |
| All | +330.5% | -53.7% | +384.2% | +434.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling