-50.2%
VFC vs CRL
+354.1%
-404.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.4% | -2.7% |
| 7D | -1.4% | +8.9% | -10.3% | -5.1% |
| 30D | +24.6% | +14.0% | +10.7% | +16.2% |
| 3M | +38.4% | +19.8% | +18.6% | +25.6% |
| 6M | +15.3% | +102.0% | -86.8% | -18.3% |
| YTD | +12.7% | +70.8% | -58.1% | -14.9% |
| 1Y | +32.7% | +98.7% | -66.0% | -6.5% |
| 3Y | +43.7% | +98.2% | -54.5% | -4.1% |
| 5Y | -69.2% | -11.7% | -57.5% | -72.3% |
| All | -50.2% | +354.1% | -404.3% | -76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling