-78.3%
VFC vs CAKE
+157.8%
-236.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.5% | +2.8% | +3.6% |
| 7D | -1.4% | -4.5% | +3.1% | +1.0% |
| 30D | -9.0% | -12.4% | +3.5% | -2.9% |
| 3M | -24.2% | +37.3% | -61.5% | -37.9% |
| 6M | -18.5% | +70.7% | -89.2% | -41.5% |
| YTD | -25.9% | +106.0% | -131.9% | -52.6% |
| 1Y | -13.0% | +79.7% | -92.6% | -39.8% |
| 3Y | -20.3% | +267.8% | -288.1% | -60.6% |
| All | -78.3% | +157.8% | -236.1% | -88.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAKE.
Daily Out/Under-Performance
Portfolio return minus CAKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAKE 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 CAKE 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