+1,325.8%
CRWD vs VFC
-80.8%
+1,406.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.4% | -5.4% | -1.8% |
| 7D | -3.0% | -1.4% | -1.6% | -2.8% |
| 30D | -6.8% | -9.0% | +2.2% | -5.2% |
| 3M | +19.6% | -24.2% | +43.8% | +25.2% |
| 6M | +87.1% | -18.5% | +105.6% | +91.6% |
| YTD | +76.4% | -25.9% | +102.3% | +83.8% |
| 1Y | +90.8% | -13.0% | +103.8% | +90.5% |
| 3Y | +380.0% | -20.3% | +400.3% | +347.1% |
| 5Y | +215.6% | -78.1% | +293.7% | +306.7% |
| All | +1,325.8% | -80.8% | +1,406.6% | +1,668.3% |
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