+294.6%
VTI vs CF
+589.1%
-294.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.7% |
| 7D | +0.6% | -0.9% | +1.6% | +0.8% |
| 30D | -1.1% | +18.1% | -19.2% | -4.2% |
| 3M | +3.9% | +23.4% | -19.5% | -0.4% |
| 6M | +14.6% | +17.1% | -2.5% | +9.3% |
| YTD | +13.3% | +76.2% | -62.9% | -1.1% |
| 1Y | +19.2% | +62.3% | -43.1% | +5.5% |
| 3Y | +77.4% | +71.8% | +5.6% | +52.0% |
| 5Y | +74.0% | +234.6% | -160.5% | +20.0% |
| 10Y | +294.6% | +574.3% | -279.6% | +129.3% |
| All | +294.6% | +589.1% | -294.5% | +129.3% |
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