+18.8%
CTVA vs VFC
-14.7%
+33.6%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.2% |
| 7D | -4.7% | -3.3% | -1.4% | -4.4% |
| 30D | +11.1% | -14.0% | +25.1% | +12.3% |
| 3M | +13.7% | -22.6% | +36.3% | +15.1% |
| 6M | +11.2% | -24.7% | +35.9% | +12.1% |
| YTD | +26.9% | -29.0% | +55.9% | +29.1% |
| 1Y | +18.8% | -13.8% | +32.6% | +16.6% |
| All | +18.8% | -14.7% | +33.6% | +16.6% |
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 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