-68.7%
VFC vs CRL
+244.4%
-313.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -1.8% |
| 7D | -2.3% | -4.6% | +2.3% | -0.3% |
| 30D | -13.4% | +0.5% | -13.8% | -13.7% |
| 3M | -23.7% | +46.6% | -70.3% | -36.2% |
| 6M | -24.5% | +57.3% | -81.7% | -39.5% |
| YTD | -27.8% | +39.5% | -67.4% | -39.4% |
| 1Y | -13.5% | +76.9% | -90.3% | -34.9% |
| 3Y | -27.1% | +39.4% | -66.5% | -42.4% |
| 5Y | -79.0% | -37.2% | -41.8% | -78.0% |
| 10Y | -68.7% | +253.4% | -322.2% | -83.8% |
| All | -68.7% | +244.4% | -313.2% | -83.8% |
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