+204.9%
CVX vs VFC
-47.4%
+252.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | -1.7% | -1.4% | -0.3% | -1.4% |
| 30D | -0.8% | +30.7% | -31.5% | -6.2% |
| 3M | +9.4% | +40.6% | -31.2% | +1.8% |
| 6M | +17.5% | +16.5% | +1.0% | +12.2% |
| YTD | +43.8% | +16.2% | +27.7% | +35.7% |
| 1Y | +41.9% | +42.4% | -0.6% | +27.2% |
| 3Y | +69.1% | +48.1% | +21.1% | +30.9% |
| 5Y | +128.3% | -67.8% | +196.1% | +207.4% |
| 10Y | +204.9% | -48.5% | +253.4% | +251.7% |
| All | +204.9% | -47.4% | +252.4% | +251.7% |
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