+78.6%
CFR vs VT
+69.7%
+8.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.2% | -1.1% |
| 7D | -1.5% | -2.3% | +0.8% | +0.3% |
| 30D | +3.2% | -5.0% | +8.2% | +7.4% |
| 3M | -5.2% | -4.9% | -0.3% | -1.5% |
| 6M | +11.8% | -1.5% | +13.4% | +12.1% |
| YTD | +25.2% | +8.5% | +16.7% | +13.5% |
| 1Y | +29.1% | +11.4% | +17.8% | +13.8% |
| 3Y | +78.6% | +70.1% | +8.5% | -8.0% |
| All | +78.6% | +69.7% | +8.9% | -8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling