+227.8%
VTV vs CF
+494.2%
-266.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -0.4% |
| 7D | 0.0% | +4.8% | -4.7% | -0.9% |
| 30D | +3.2% | +9.7% | -6.5% | +1.2% |
| 3M | +1.7% | +1.2% | +0.4% | +1.0% |
| 6M | +11.0% | +7.4% | +3.7% | +8.4% |
| YTD | +21.0% | +60.5% | -39.5% | +6.4% |
| 1Y | +24.3% | +50.7% | -26.5% | +10.7% |
| 3Y | +76.9% | +64.8% | +12.1% | +51.0% |
| 5Y | +76.9% | +115.8% | -38.9% | +33.5% |
| 10Y | +227.8% | +481.0% | -253.2% | +88.6% |
| All | +227.8% | +494.2% | -266.4% | +88.6% |
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