+105.1%
CTVA vs VFC
-78.7%
+183.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -1.0% |
| 7D | -5.8% | -2.3% | -3.5% | -5.5% |
| 30D | +11.1% | -13.4% | +24.4% | +13.3% |
| 3M | +13.2% | -23.7% | +36.9% | +16.9% |
| 6M | +8.7% | -24.5% | +33.2% | +11.9% |
| YTD | +27.3% | -27.8% | +55.1% | +31.7% |
| 1Y | +18.0% | -13.5% | +31.4% | +18.0% |
| 3Y | +76.5% | -27.1% | +103.6% | +69.5% |
| 5Y | +105.1% | -79.0% | +184.1% | +165.2% |
| All | +105.1% | -78.7% | +183.8% | +165.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling