+154.3%
CFR vs VT
+217.6%
-63.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.5% | +0.6% |
| 7D | -0.6% | -0.1% | -0.5% | -0.6% |
| 30D | +5.3% | -3.1% | +8.3% | +8.7% |
| 3M | -3.9% | -3.5% | -0.4% | -0.4% |
| 6M | +15.5% | +0.5% | +15.0% | +13.4% |
| YTD | +27.5% | +10.8% | +16.8% | +11.1% |
| 1Y | +31.0% | +11.9% | +19.1% | +12.7% |
| 3Y | +86.8% | +73.0% | +13.8% | -4.4% |
| 5Y | +36.3% | +58.6% | -22.3% | -22.2% |
| 10Y | +154.3% | +219.2% | -64.9% | -39.3% |
| All | +154.3% | +217.6% | -63.4% | -39.3% |
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