-49.4%
VG vs CF
+27.4%
-76.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | -4.4% | -3.3% | -3.6% |
| 7D | -16.4% | -6.9% | -9.5% | -10.5% |
| 30D | -10.8% | -3.7% | -7.0% | -7.6% |
| 3M | -6.3% | -5.0% | -1.3% | -2.3% |
| 6M | -12.5% | -10.5% | -2.0% | -2.9% |
| YTD | +76.9% | +46.5% | +30.4% | +30.8% |
| 1Y | +51.8% | +34.8% | +17.0% | +18.9% |
| All | -49.4% | +27.4% | -76.8% | -60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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