+66.6%
CFR vs VT
+66.2%
+0.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | -0.1% |
| 7D | +1.2% | +0.4% | +0.8% | +0.8% |
| 30D | -1.5% | +1.0% | -2.5% | -2.4% |
| 3M | +18.7% | +2.4% | +16.3% | +15.5% |
| 6M | +18.0% | +12.0% | +6.0% | +4.8% |
| YTD | +31.1% | +15.3% | +15.8% | +12.9% |
| 1Y | +28.6% | +22.6% | +6.0% | +3.8% |
| 3Y | +86.5% | +74.7% | +11.8% | +5.9% |
| All | +66.6% | +66.2% | +0.4% | +4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling