+187.9%
CFO vs VT
+226.1%
-38.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +0.5% |
| 7D | +2.9% | -0.3% | +3.2% | +3.1% |
| 30D | +6.3% | -1.4% | +7.7% | +7.3% |
| 3M | +1.5% | -1.4% | +2.9% | +2.4% |
| 6M | +9.3% | +5.5% | +3.9% | +5.2% |
| YTD | +14.5% | +12.8% | +1.6% | +5.2% |
| 1Y | +17.1% | +15.4% | +1.7% | +6.0% |
| 3Y | +51.7% | +76.9% | -25.1% | +3.7% |
| 5Y | +21.4% | +60.4% | -39.0% | -12.1% |
| 10Y | +163.8% | +232.8% | -69.0% | +11.8% |
| All | +187.9% | +226.1% | -38.1% | +22.9% |
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