+316.4%
CFG vs VFC
-54.4%
+370.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.1% | -1.0% |
| 7D | -0.9% | +11.2% | -12.1% | -5.3% |
| 30D | +1.1% | +41.5% | -40.4% | -12.9% |
| 3M | -12.0% | +38.9% | -50.9% | -23.9% |
| 6M | -2.2% | +6.1% | -8.4% | -6.8% |
| YTD | +11.4% | +14.5% | -3.1% | +1.8% |
| 1Y | +27.8% | +46.0% | -18.1% | +4.7% |
| 3Y | +173.3% | +36.4% | +136.9% | +88.1% |
| 5Y | +62.4% | -67.5% | +130.0% | +147.2% |
| 10Y | +249.6% | -45.8% | +295.4% | +322.1% |
| All | +316.4% | -54.4% | +370.8% | +420.4% |
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