+166.0%
CVX vs VFC
-78.3%
+244.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.4% | +0.7% |
| 7D | -0.6% | +0.8% | -1.4% | -0.7% |
| 30D | +13.4% | -11.9% | +25.4% | +14.5% |
| 3M | +11.8% | -20.2% | +32.0% | +13.3% |
| 6M | +12.4% | -23.0% | +35.4% | +13.8% |
| YTD | +41.5% | -26.2% | +67.7% | +43.6% |
| 1Y | +41.6% | -13.3% | +54.9% | +40.6% |
| 3Y | +42.2% | -25.5% | +67.7% | +36.7% |
| 5Y | +166.0% | -78.1% | +244.1% | +204.9% |
| All | +166.0% | -78.3% | +244.3% | +204.9% |
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 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