+76.9%
VT vs CF
+47.5%
+29.3%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.4% | +6.1% | +1.7% |
| 7D | -0.3% | -6.9% | +6.6% | -0.3% |
| 30D | -1.4% | -3.7% | +2.3% | -1.4% |
| 3M | -1.4% | -5.0% | +3.6% | -1.4% |
| 6M | +5.5% | -10.5% | +15.9% | +5.5% |
| YTD | +12.8% | +46.5% | -33.7% | +6.7% |
| 1Y | +15.4% | +34.8% | -19.4% | +10.2% |
| All | +76.9% | +47.5% | +29.3% | +61.4% |
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 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