+59.8%
VTI vs CF
+120.6%
-60.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.3% |
| 7D | -2.6% | -3.2% | +0.6% | -2.4% |
| 30D | -5.0% | +4.3% | -9.3% | -5.4% |
| 3M | -4.3% | +2.8% | -7.1% | -4.7% |
| 6M | +0.6% | +0.6% | -0.1% | +0.1% |
| YTD | +8.9% | +56.6% | -47.8% | +1.6% |
| 1Y | +11.1% | +49.6% | -38.5% | +4.3% |
| 3Y | +74.5% | +61.5% | +13.0% | +59.6% |
| All | +59.8% | +120.6% | -60.8% | +35.3% |
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 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