+36.4%
VFC vs CRL
+86.4%
-50.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.8% | -7.7% | -3.2% |
| 7D | +11.2% | -6.1% | +17.3% | +13.5% |
| 30D | +41.5% | +12.4% | +29.1% | +32.4% |
| 3M | +38.9% | +27.1% | +11.8% | +22.0% |
| 6M | +6.1% | +85.7% | -79.6% | -23.3% |
| YTD | +14.5% | +69.2% | -54.7% | -14.5% |
| 1Y | +46.0% | +97.5% | -51.6% | +0.6% |
| 3Y | +36.4% | +86.1% | -49.7% | -33.9% |
| All | +36.4% | +86.4% | -50.0% | -33.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling