+362.4%
CFG vs VT
+241.6%
+120.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | 0.0% |
| 7D | +1.5% | +0.4% | +1.1% | +0.9% |
| 30D | -3.8% | +1.0% | -4.8% | -5.1% |
| 3M | +11.5% | +2.4% | +9.1% | +7.3% |
| 6M | +19.2% | +12.0% | +7.2% | +0.9% |
| YTD | +23.7% | +15.3% | +8.4% | +0.6% |
| 1Y | +38.8% | +22.6% | +16.3% | +3.7% |
| 3Y | +178.9% | +74.7% | +104.2% | +28.2% |
| 5Y | +101.8% | +66.1% | +35.6% | +0.7% |
| 10Y | +317.3% | +225.0% | +92.3% | -7.2% |
| All | +362.4% | +241.6% | +120.7% | -3.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling