-78.1%
VFC vs CG
+9.5%
-87.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -0.5% |
| 7D | +0.8% | -1.3% | +2.1% | +1.6% |
| 30D | -11.9% | -3.2% | -8.8% | -10.4% |
| 3M | -20.2% | +6.2% | -26.4% | -23.6% |
| 6M | -23.0% | -4.7% | -18.3% | -21.2% |
| YTD | -26.2% | -20.6% | -5.6% | -15.8% |
| 1Y | -13.3% | -26.4% | +13.0% | +3.4% |
| 3Y | -25.5% | +55.4% | -80.9% | -43.4% |
| 5Y | -78.1% | +9.8% | -87.9% | -81.7% |
| All | -78.1% | +9.5% | -87.6% | -81.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling