+232.8%
VT vs CF
+542.5%
-309.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.4% | +6.1% | +2.4% |
| 7D | -0.3% | -6.9% | +6.6% | +0.8% |
| 30D | -1.4% | -3.7% | +2.3% | -0.9% |
| 3M | -1.4% | -5.0% | +3.6% | -1.0% |
| 6M | +5.5% | -10.5% | +15.9% | +6.5% |
| YTD | +12.8% | +46.5% | -33.7% | +1.9% |
| 1Y | +15.4% | +34.8% | -19.4% | +5.9% |
| 3Y | +76.9% | +46.7% | +30.2% | +56.2% |
| 5Y | +60.4% | +112.0% | -51.6% | +23.7% |
| 10Y | +232.8% | +529.7% | -296.9% | +105.9% |
| All | +232.8% | +542.5% | -309.7% | +105.9% |
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