+359.2%
VT vs CF
+442.4%
-83.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +3.0% | +0.7% |
| 7D | -1.6% | -3.1% | +1.5% | -1.0% |
| 30D | -2.5% | +1.6% | -4.1% | -3.0% |
| 3M | -1.3% | -0.8% | -0.6% | -1.7% |
| 6M | +3.1% | -3.9% | +7.0% | +2.7% |
| YTD | +10.9% | +53.2% | -42.3% | -2.9% |
| 1Y | +12.1% | +41.2% | -29.2% | -0.1% |
| 3Y | +73.9% | +53.4% | +20.5% | +48.5% |
| 5Y | +58.0% | +123.2% | -65.3% | +16.6% |
| 10Y | +225.5% | +573.5% | -348.0% | +63.8% |
| All | +359.2% | +442.4% | -83.1% | +62.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling