+32.7%
VFC vs CRL
+97.0%
-64.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.4% | -2.8% |
| 7D | -1.4% | +8.9% | -10.3% | -3.9% |
| 30D | +24.6% | +14.0% | +10.7% | +17.7% |
| 3M | +38.4% | +19.8% | +18.6% | +27.7% |
| 6M | +15.3% | +102.0% | -86.8% | -15.4% |
| YTD | +12.7% | +70.8% | -58.1% | -12.8% |
| 1Y | +32.7% | +98.7% | -66.0% | -13.0% |
| All | +32.7% | +97.0% | -64.3% | -13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling