-62.4%
VFC vs CRBG
+117.3%
-179.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.4% | +2.9% | +3.5% |
| 7D | -1.4% | +0.6% | -2.0% | -1.7% |
| 30D | -9.0% | +2.6% | -11.6% | -10.5% |
| 3M | -24.2% | +24.0% | -48.2% | -33.6% |
| 6M | -18.5% | +50.5% | -69.0% | -37.2% |
| YTD | -25.9% | +17.1% | -43.0% | -33.6% |
| 1Y | -13.0% | +5.9% | -18.9% | -17.2% |
| 3Y | -20.3% | +122.7% | -143.1% | -48.8% |
| All | -62.4% | +117.3% | -179.7% | -75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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