+657.6%
VFC vs CRL
+1,673.3%
-1,015.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.5% | 0.0% |
| 7D | +3.5% | -1.7% | +5.2% | +3.7% |
| 30D | +38.3% | +14.6% | +23.7% | +31.4% |
| 3M | +40.2% | +24.8% | +15.3% | +29.4% |
| 6M | +10.6% | +94.7% | -84.1% | -11.8% |
| YTD | +16.7% | +73.4% | -56.6% | -4.2% |
| 1Y | +45.0% | +104.7% | -59.7% | +13.1% |
| 3Y | +48.8% | +101.1% | -52.3% | +13.9% |
| 5Y | -67.6% | -10.8% | -56.8% | -69.8% |
| 10Y | -47.5% | +358.8% | -406.3% | -68.1% |
| All | +657.6% | +1,673.3% | -1,015.7% | +284.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling