+22.1%
CTVA vs VFC
-6.8%
+28.9%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.2% | -1.0% |
| 7D | +4.9% | -1.6% | +6.6% | +5.1% |
| 30D | +11.9% | -11.6% | +23.5% | +12.9% |
| 3M | +13.7% | -18.1% | +31.8% | +14.6% |
| 6M | +13.1% | -27.4% | +40.5% | +15.0% |
| YTD | +32.0% | -24.8% | +56.8% | +33.8% |
| 1Y | +22.1% | -8.2% | +30.3% | +19.2% |
| All | +22.1% | -6.8% | +28.9% | +19.2% |
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 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