+57.7%
VT vs CF
+120.7%
-63.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +3.0% | +0.2% |
| 7D | -1.6% | -3.1% | +1.5% | -1.4% |
| 30D | -2.5% | +1.6% | -4.1% | -2.6% |
| 3M | -1.3% | -0.8% | -0.6% | -1.4% |
| 6M | +3.1% | -3.9% | +7.0% | +3.0% |
| YTD | +10.9% | +53.2% | -42.3% | +4.3% |
| 1Y | +12.1% | +41.2% | -29.2% | +6.3% |
| 3Y | +73.9% | +53.4% | +20.5% | +61.1% |
| All | +57.7% | +120.7% | -63.0% | +35.0% |
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