+78.6%
VNQ vs CF
+478.3%
-399.6%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.8% |
| 7D | +0.2% | +5.4% | -5.1% | -0.6% |
| 30D | +5.8% | +6.5% | -0.7% | +4.6% |
| 3M | 0.0% | +4.6% | -4.7% | -1.2% |
| 6M | +1.5% | -3.3% | +4.8% | +1.4% |
| YTD | +12.1% | +63.9% | -51.8% | -0.2% |
| 1Y | +10.6% | +50.4% | -39.9% | +0.1% |
| 3Y | +43.5% | +68.2% | -24.7% | +24.5% |
| 5Y | +6.8% | +113.8% | -107.0% | -16.1% |
| All | +78.6% | +478.3% | -399.6% | +9.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling