+76.3%
CL vs VFC
-44.8%
+121.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.2% | +1.2% |
| 7D | +0.5% | +7.7% | -7.2% | -0.1% |
| 30D | +11.6% | +39.2% | -27.6% | +8.7% |
| 3M | +5.6% | +40.3% | -34.7% | +2.8% |
| 6M | +13.2% | +11.4% | +1.8% | +11.7% |
| YTD | +26.9% | +17.5% | +9.4% | +24.5% |
| 1Y | +27.3% | +45.9% | -18.5% | +22.7% |
| 3Y | +39.7% | +47.3% | -7.6% | +27.9% |
| 5Y | +41.3% | -67.2% | +108.5% | +59.8% |
| 10Y | +76.3% | -46.1% | +122.4% | +77.2% |
| All | +76.3% | -44.8% | +121.1% | +77.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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