+597.0%
VTV vs CF
+5,310.1%
-4,713.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.4% |
| 3M | +1.8% | +4.8% | -3.0% | +0.3% |
| 6M | +10.9% | +4.7% | +6.2% | +8.7% |
| YTD | +20.9% | +56.5% | -35.6% | +6.7% |
| 1Y | +24.6% | +48.4% | -23.8% | +11.3% |
| 3Y | +78.6% | +59.1% | +19.4% | +53.7% |
| 5Y | +76.4% | +109.5% | -33.1% | +36.8% |
| 10Y | +230.7% | +487.0% | -256.3% | +89.5% |
| All | +597.0% | +5,310.1% | -4,713.1% | +125.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling