-77.9%
VFC vs CRL
-35.5%
-42.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.0% | +3.1% |
| 7D | -1.6% | -1.0% | -0.6% | -1.2% |
| 30D | -11.6% | +10.7% | -22.3% | -15.8% |
| 3M | -18.1% | +55.3% | -73.4% | -33.5% |
| 6M | -27.4% | +60.7% | -88.0% | -42.6% |
| YTD | -24.8% | +44.6% | -69.4% | -38.0% |
| 1Y | -8.2% | +77.7% | -86.0% | -31.5% |
| 3Y | -29.1% | +37.6% | -66.7% | -44.9% |
| All | -77.9% | -35.5% | -42.4% | -81.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling