+444.2%
V vs CF
+546.3%
-102.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -0.8% | -0.9% | +0.1% | -0.7% |
| 30D | +9.5% | +6.9% | +2.6% | +7.9% |
| 3M | +16.7% | +4.8% | +11.8% | +15.0% |
| 6M | +32.9% | +4.7% | +28.3% | +30.6% |
| YTD | +21.1% | +56.5% | -35.4% | +7.7% |
| 1Y | +26.6% | +48.4% | -21.8% | +13.8% |
| 3Y | +78.4% | +59.1% | +19.2% | +54.2% |
| 5Y | +105.5% | +109.5% | -4.1% | +55.3% |
| 10Y | +444.2% | +487.0% | -42.7% | +215.2% |
| All | +444.2% | +546.3% | -102.0% | +215.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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