-45.9%
VFC vs CG
+351.2%
-397.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +4.0% | +3.2% |
| 7D | -1.6% | -4.3% | +2.7% | +0.5% |
| 30D | -11.6% | -5.1% | -6.5% | -9.5% |
| 3M | -18.1% | +8.7% | -26.8% | -21.6% |
| 6M | -27.4% | -9.2% | -18.1% | -24.1% |
| YTD | -24.8% | -18.9% | -6.0% | -17.5% |
| 1Y | -8.2% | -25.6% | +17.4% | +4.8% |
| 3Y | -29.1% | +57.3% | -86.4% | -41.6% |
| 5Y | -79.2% | +10.2% | -89.3% | -80.9% |
| 10Y | -68.1% | +364.2% | -432.3% | -81.6% |
| All | -45.9% | +351.2% | -397.0% | -69.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling