+740.7%
VFC vs CGNX
+12,360.6%
-11,619.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | -3.3% | +1.5% | -4.8% | -3.5% |
| 30D | -14.0% | -1.8% | -12.2% | -13.9% |
| 3M | -22.6% | +5.3% | -27.8% | -23.5% |
| 6M | -24.7% | +22.3% | -47.0% | -27.7% |
| YTD | -29.0% | +72.2% | -101.1% | -36.5% |
| 1Y | -13.8% | +39.8% | -53.6% | -20.3% |
| 3Y | -28.2% | +44.8% | -73.1% | -34.5% |
| 5Y | -79.0% | -27.0% | -52.0% | -78.9% |
| 10Y | -69.2% | +177.7% | -246.9% | -74.6% |
| All | +740.7% | +12,360.6% | -11,619.9% | +368.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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