-39.3%
VG vs CF
+52.1%
-91.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | +2.6% |
| 7D | +1.7% | +6.0% | -4.3% | -4.1% |
| 30D | +16.0% | +14.8% | +1.2% | +1.4% |
| 3M | +9.7% | +14.1% | -4.3% | -3.1% |
| 6M | +29.6% | +28.5% | +1.0% | +3.5% |
| YTD | +112.0% | +74.9% | +37.1% | +33.0% |
| 1Y | +12.8% | +61.7% | -48.9% | -26.0% |
| All | -39.3% | +52.1% | -91.4% | -60.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling