-15.9%
VFC vs CG
+300.6%
-316.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.8% | 0.0% |
| 7D | +3.5% | +2.0% | +1.5% | +2.4% |
| 30D | +38.3% | +8.5% | +29.7% | +32.5% |
| 3M | +40.2% | -12.1% | +52.3% | +48.5% |
| 6M | +10.6% | -16.4% | +27.1% | +19.9% |
| YTD | +16.7% | -28.0% | +44.7% | +35.2% |
| 1Y | +45.0% | -18.9% | +63.9% | +58.8% |
| 3Y | +48.8% | +51.2% | -2.5% | +25.2% |
| 5Y | -67.6% | -15.9% | -51.7% | -66.7% |
| 10Y | -47.5% | +305.9% | -353.5% | -67.8% |
| All | -15.9% | +300.6% | -316.5% | -49.4% |
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