+4,861.3%
CVX vs VFC
+1,317.4%
+3,544.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.0% | +4.4% | +2.1% |
| 7D | +1.6% | -1.4% | +3.0% | +1.9% |
| 30D | -0.6% | +24.6% | -25.3% | -5.7% |
| 3M | +11.0% | +38.4% | -27.4% | +2.6% |
| 6M | +18.4% | +15.3% | +3.2% | +12.6% |
| YTD | +45.9% | +12.7% | +33.2% | +37.6% |
| 1Y | +46.7% | +32.7% | +14.0% | +32.4% |
| 3Y | +71.6% | +43.7% | +27.9% | +34.9% |
| 5Y | +131.4% | -69.2% | +200.6% | +167.1% |
| 10Y | +209.3% | -50.0% | +259.3% | +205.6% |
| All | +4,861.3% | +1,317.4% | +3,544.0% | +2,908.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling