+226.3%
VTV vs CF
+589.1%
-362.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.9% |
| 7D | +0.3% | -0.9% | +1.2% | +0.5% |
| 30D | +0.1% | +18.1% | -17.9% | -3.2% |
| 3M | +6.2% | +23.4% | -17.2% | +1.5% |
| 6M | +13.5% | +17.1% | -3.6% | +8.0% |
| YTD | +18.9% | +76.2% | -57.4% | +3.1% |
| 1Y | +25.8% | +62.3% | -36.5% | +10.8% |
| 3Y | +68.7% | +71.8% | -3.1% | +43.6% |
| 5Y | +80.3% | +234.6% | -154.2% | +21.8% |
| 10Y | +226.3% | +574.3% | -347.9% | +84.4% |
| All | +226.3% | +589.1% | -362.8% | +84.4% |
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