+240.7%
CFG vs VT
+214.8%
+25.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.1% | +0.9% | +2.6% |
| 7D | -2.2% | -4.2% | +2.0% | +3.8% |
| 30D | +0.4% | -5.8% | +6.2% | +9.1% |
| 3M | -12.6% | -5.2% | -7.3% | -5.9% |
| 6M | +0.6% | +0.1% | +0.5% | -0.6% |
| YTD | +12.4% | +8.2% | +4.2% | -1.0% |
| 1Y | +27.7% | +10.1% | +17.6% | +9.6% |
| 3Y | +172.4% | +69.7% | +102.7% | +24.4% |
| 5Y | +64.0% | +53.4% | +10.6% | -11.4% |
| All | +240.7% | +214.8% | +25.9% | -24.6% |
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