+446.0%
CFR vs VT
+374.2%
+71.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | 0.0% |
| 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% | +15.3% |
| 6M | +18.0% | +12.0% | +6.0% | +4.6% |
| YTD | +31.1% | +15.3% | +15.8% | +12.8% |
| 1Y | +28.6% | +22.6% | +6.0% | +4.0% |
| 3Y | +86.5% | +74.7% | +11.8% | +7.3% |
| 5Y | +65.6% | +66.1% | -0.5% | 0.0% |
| 10Y | +194.5% | +225.0% | -30.5% | -1.0% |
| All | +446.0% | +374.2% | +71.8% | +63.7% |
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