+32.0%
CTVA vs VFC
+52.5%
-20.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.4% | -1.2% | +2.8% |
| 7D | +8.2% | +21.5% | -13.3% | +6.3% |
| 30D | -1.0% | +46.7% | -47.7% | -4.4% |
| 3M | +4.6% | +38.4% | -33.8% | +1.5% |
| 6M | +0.5% | +15.2% | -14.7% | -1.7% |
| YTD | +22.7% | +17.8% | +4.9% | +19.5% |
| 1Y | +32.0% | +55.6% | -23.6% | +20.5% |
| All | +32.0% | +52.5% | -20.5% | +20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling