+223.0%
VT vs CF
+569.3%
-346.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +0.5% |
| 7D | +0.4% | +6.0% | -5.6% | -0.6% |
| 30D | +1.0% | +14.8% | -13.9% | -1.5% |
| 3M | +2.4% | +14.1% | -11.7% | -0.3% |
| 6M | +12.0% | +28.5% | -16.5% | +5.0% |
| YTD | +15.3% | +74.9% | -59.6% | +1.5% |
| 1Y | +22.6% | +61.7% | -39.1% | +9.3% |
| 3Y | +74.7% | +80.3% | -5.7% | +49.1% |
| 5Y | +66.1% | +226.0% | -159.8% | +17.0% |
| All | +223.0% | +569.3% | -346.3% | +92.4% |
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