+3,065.8%
CVNA vs VFC
-68.2%
+3,134.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.6% | -2.7% | -3.3% |
| 7D | -4.3% | -3.3% | -1.0% | -2.2% |
| 30D | -2.4% | -14.0% | +11.6% | +7.5% |
| 3M | +4.5% | -22.6% | +27.1% | +20.3% |
| 6M | +10.2% | -24.7% | +34.9% | +28.8% |
| YTD | -16.7% | -29.0% | +12.2% | +1.1% |
| 1Y | -3.8% | -13.8% | +10.0% | -0.8% |
| 3Y | +648.3% | -28.2% | +676.5% | +544.1% |
| 5Y | +6.6% | -79.0% | +85.6% | +180.8% |
| All | +3,065.8% | -68.2% | +3,134.0% | +6,874.5% |
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