+55.6%
CVS vs VFC
-27.2%
+82.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.6% |
| 7D | -1.9% | -2.3% | +0.4% | -1.8% |
| 30D | -0.3% | -13.4% | +13.1% | +0.5% |
| 3M | -1.1% | -23.7% | +22.6% | +0.3% |
| 6M | +23.7% | -24.5% | +48.2% | +25.3% |
| YTD | +23.0% | -27.8% | +50.8% | +24.6% |
| 1Y | +37.2% | -13.5% | +50.6% | +37.1% |
| All | +55.6% | -27.2% | +82.8% | +48.9% |
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 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