+61.6%
VEA vs CF
+227.0%
-165.4%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.7% | +0.6% |
| 7D | +1.0% | +6.0% | -5.1% | +0.6% |
| 30D | +1.9% | +14.8% | -12.9% | +1.2% |
| 3M | +3.2% | +14.1% | -10.8% | +2.4% |
| 6M | +10.2% | +28.5% | -18.3% | +7.2% |
| YTD | +18.9% | +74.9% | -56.0% | +11.7% |
| 1Y | +29.3% | +61.7% | -32.4% | +22.4% |
| 3Y | +76.8% | +80.3% | -3.6% | +63.2% |
| All | +61.6% | +227.0% | -165.4% | +37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling