+41.1%
CVS vs VFC
-69.9%
+111.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.4% |
| 7D | -1.9% | -2.3% | +0.4% | -1.6% |
| 30D | -0.3% | -13.4% | +13.1% | +1.7% |
| 3M | -1.1% | -23.7% | +22.6% | +2.3% |
| 6M | +23.7% | -24.5% | +48.2% | +27.6% |
| YTD | +23.0% | -27.8% | +50.8% | +27.2% |
| 1Y | +37.2% | -13.5% | +50.6% | +37.1% |
| 3Y | +62.4% | -27.1% | +89.6% | +54.1% |
| 5Y | +31.8% | -79.0% | +110.8% | +69.7% |
| All | +41.1% | -69.9% | +111.0% | +51.9% |
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