+230.7%
VTV vs CF
+546.3%
-315.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | -0.5% | -0.9% | +0.4% | -0.5% |
| 30D | +3.1% | +6.9% | -3.9% | +1.6% |
| 3M | +1.8% | +4.8% | -3.0% | +0.4% |
| 6M | +10.9% | +4.7% | +6.2% | +8.8% |
| YTD | +20.9% | +56.5% | -35.6% | +6.8% |
| 1Y | +24.6% | +48.4% | -23.8% | +11.4% |
| 3Y | +78.6% | +59.1% | +19.4% | +53.5% |
| 5Y | +76.4% | +109.5% | -33.1% | +33.9% |
| 10Y | +230.7% | +487.0% | -256.3% | +90.5% |
| All | +230.7% | +546.3% | -315.6% | +90.5% |
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