+54.0%
VEA vs CF
+114.1%
-60.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +2.3% | +4.8% | -2.5% | +2.1% |
| 30D | +0.2% | +4.7% | -4.5% | 0.0% |
| 3M | -5.3% | +7.4% | -12.8% | -5.7% |
| 6M | -0.9% | +0.6% | -1.5% | -1.1% |
| YTD | +12.2% | +64.1% | -51.9% | +5.7% |
| 1Y | +16.1% | +51.4% | -35.3% | +10.3% |
| 3Y | +73.0% | +67.8% | +5.2% | +60.3% |
| All | +54.0% | +114.1% | -60.1% | +38.0% |
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