+137.3%
CTVA vs VFC
-69.4%
+206.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.2% | -0.6% | +1.9% |
| 7D | -20.8% | +1.6% | -22.4% | -20.9% |
| 30D | -29.6% | +25.5% | -55.1% | -32.9% |
| 3M | -16.9% | +41.3% | -58.2% | -23.0% |
| 6M | -24.3% | +22.2% | -46.5% | -28.2% |
| YTD | -5.6% | +16.4% | -22.0% | -10.4% |
| 1Y | -4.2% | +38.4% | -42.6% | -12.9% |
| 3Y | +43.3% | +56.2% | -12.9% | +11.3% |
| 5Y | +35.7% | -68.2% | +103.9% | +84.4% |
| All | +137.3% | -69.4% | +206.7% | +186.4% |
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