+74.6%
VTI vs CF
+227.0%
-152.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | -0.1% |
| 7D | +0.1% | +6.0% | -5.9% | -0.4% |
| 30D | 0.0% | +14.8% | -14.8% | -1.1% |
| 3M | +2.0% | +14.1% | -12.1% | +0.7% |
| 6M | +13.0% | +28.5% | -15.6% | +9.0% |
| YTD | +13.9% | +74.9% | -61.0% | +5.5% |
| 1Y | +20.0% | +61.7% | -41.7% | +12.1% |
| 3Y | +75.8% | +80.3% | -4.5% | +59.5% |
| All | +74.6% | +227.0% | -152.4% | +39.3% |
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