+75.7%
CTVA vs VFC
-27.2%
+102.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -1.1% |
| 7D | -5.8% | -2.3% | -3.5% | -5.5% |
| 30D | +11.1% | -13.4% | +24.4% | +13.0% |
| 3M | +13.2% | -23.7% | +36.9% | +16.5% |
| 6M | +8.7% | -24.5% | +33.2% | +11.5% |
| YTD | +27.3% | -27.8% | +55.1% | +31.2% |
| 1Y | +18.0% | -13.5% | +31.4% | +18.0% |
| All | +75.7% | -27.2% | +102.9% | +66.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling