+156.9%
VEA vs CF
+494.2%
-337.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.3% | -1.2% |
| 7D | 0.0% | +4.8% | -4.8% | -0.8% |
| 30D | -1.4% | +9.7% | -11.1% | -3.0% |
| 3M | -4.1% | +1.2% | -5.3% | -4.6% |
| 6M | -1.3% | +7.4% | -8.7% | -3.3% |
| YTD | +12.1% | +60.5% | -48.4% | +0.1% |
| 1Y | +16.1% | +50.7% | -34.7% | +4.8% |
| 3Y | +73.0% | +64.8% | +8.2% | +50.5% |
| 5Y | +55.1% | +115.8% | -60.7% | +21.1% |
| 10Y | +156.9% | +481.0% | -324.1% | +58.4% |
| All | +156.9% | +494.2% | -337.2% | +58.4% |
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