+160.3%
VEA vs CF
+589.1%
-428.9%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.2% | -0.5% |
| 7D | +1.9% | -0.9% | +2.8% | +2.0% |
| 30D | +0.8% | +18.1% | -17.3% | -2.0% |
| 3M | +5.7% | +23.4% | -17.7% | +1.8% |
| 6M | +13.3% | +17.1% | -3.8% | +8.5% |
| YTD | +18.4% | +76.2% | -57.8% | +4.6% |
| 1Y | +27.0% | +62.3% | -35.3% | +13.7% |
| 3Y | +79.3% | +71.8% | +7.4% | +55.8% |
| 5Y | +62.1% | +234.6% | -172.4% | +15.2% |
| 10Y | +160.3% | +574.3% | -414.0% | +58.9% |
| All | +160.3% | +589.1% | -428.9% | +58.9% |
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