+426.1%
CFR vs VT
+345.0%
+81.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.1% | +2.2% | +2.0% |
| 7D | -0.7% | -4.2% | +3.4% | +3.3% |
| 30D | +2.4% | -5.8% | +8.2% | +8.3% |
| 3M | -5.1% | -5.2% | +0.2% | -0.3% |
| 6M | +13.1% | +0.1% | +13.0% | +11.8% |
| YTD | +26.3% | +8.2% | +18.1% | +15.2% |
| 1Y | +30.0% | +10.1% | +19.9% | +16.5% |
| 3Y | +78.1% | +69.7% | +8.4% | +4.9% |
| 5Y | +34.5% | +53.4% | -18.9% | -12.6% |
| 10Y | +181.6% | +219.2% | -37.6% | -3.5% |
| All | +426.1% | +345.0% | +81.1% | +67.2% |
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