-24.1%
VFC vs CG
+60.3%
-84.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +4.0% | +3.6% |
| 7D | -1.6% | -4.3% | +2.7% | +1.6% |
| 30D | -11.6% | -5.1% | -6.5% | -8.6% |
| 3M | -18.1% | +8.7% | -26.8% | -23.6% |
| 6M | -27.4% | -9.2% | -18.1% | -22.6% |
| YTD | -24.8% | -18.9% | -6.0% | -14.0% |
| 1Y | -8.2% | -25.6% | +17.4% | +11.7% |
| All | -24.1% | +60.3% | -84.3% | -54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 3y: compounded portfolio wealth divided by compounded CG 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…
3y analysis · Full analysis span regression · 6 months rolling