+294.5%
VTI vs CFG
+311.8%
-17.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -2.0% | -1.7% | -0.3% | -1.5% |
| 30D | -1.9% | -4.6% | +2.7% | -0.5% |
| 3M | +4.5% | +7.9% | -3.3% | +1.9% |
| 6M | +12.6% | +19.9% | -7.3% | +5.9% |
| YTD | +12.0% | +21.7% | -9.7% | +4.6% |
| 1Y | +17.3% | +38.4% | -21.1% | +4.9% |
| 3Y | +75.3% | +187.0% | -111.7% | +21.6% |
| 5Y | +74.0% | +99.5% | -25.5% | +32.1% |
| All | +294.5% | +311.8% | -17.3% | +125.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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