+387.9%
VFC vs CRL
+1,379.5%
-991.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.0% | +2.9% |
| 7D | -1.6% | -1.0% | -0.6% | -1.3% |
| 30D | -11.6% | +10.7% | -22.3% | -14.5% |
| 3M | -18.1% | +55.3% | -73.4% | -29.0% |
| 6M | -27.4% | +60.7% | -88.0% | -38.1% |
| YTD | -24.8% | +44.6% | -69.4% | -34.1% |
| 1Y | -8.2% | +77.7% | -86.0% | -24.5% |
| 3Y | -29.1% | +37.6% | -66.7% | -38.8% |
| 5Y | -79.2% | -35.8% | -43.3% | -78.6% |
| 10Y | -68.1% | +241.7% | -309.8% | -78.8% |
| All | +387.9% | +1,379.5% | -991.6% | +164.9% |
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