+218.9%
CTVA vs VFC
-81.3%
+300.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | 0.0% |
| 7D | -4.7% | -3.3% | -1.4% | -4.0% |
| 30D | +11.1% | -14.0% | +25.1% | +14.7% |
| 3M | +13.7% | -22.6% | +36.3% | +19.1% |
| 6M | +11.2% | -24.7% | +35.9% | +16.3% |
| YTD | +26.9% | -29.0% | +55.9% | +34.1% |
| 1Y | +18.8% | -13.8% | +32.6% | +18.7% |
| 3Y | +75.9% | -28.2% | +104.2% | +64.6% |
| 5Y | +105.2% | -79.0% | +184.2% | +198.5% |
| All | +218.9% | -81.3% | +300.3% | +328.6% |
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