+4,683.6%
CVX vs VFC
+845.1%
+3,838.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.6% | -1.8% |
| 7D | +3.3% | -1.6% | +4.9% | +3.7% |
| 30D | +12.9% | -11.6% | +24.5% | +15.9% |
| 3M | +11.7% | -18.1% | +29.8% | +15.3% |
| 6M | +14.1% | -27.4% | +41.5% | +19.9% |
| YTD | +40.7% | -24.8% | +65.5% | +46.0% |
| 1Y | +37.5% | -8.2% | +45.7% | +34.4% |
| 3Y | +43.9% | -29.1% | +73.0% | +33.5% |
| 5Y | +161.5% | -79.2% | +240.6% | +230.0% |
| 10Y | +215.1% | -68.1% | +283.2% | +246.0% |
| All | +4,683.6% | +845.1% | +3,838.5% | +3,091.6% |
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