-17.5%
VFC vs CG
+281.3%
-298.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.5% |
| 7D | +11.2% | -1.2% | +12.4% | +11.9% |
| 30D | +41.5% | +5.0% | +36.5% | +38.0% |
| 3M | +38.9% | -18.2% | +57.1% | +52.5% |
| 6M | +6.1% | -20.7% | +26.9% | +18.1% |
| YTD | +14.5% | -31.4% | +46.0% | +36.0% |
| 1Y | +46.0% | -22.3% | +68.2% | +63.3% |
| 3Y | +36.4% | +50.2% | -13.8% | +15.6% |
| 5Y | -67.5% | -22.1% | -45.5% | -65.5% |
| 10Y | -45.8% | +295.5% | -341.4% | -66.1% |
| All | -17.5% | +281.3% | -298.8% | -49.1% |
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