+591.0%
VTV vs CF
+5,948.3%
-5,357.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.0% | +0.4% |
| 7D | +0.5% | +6.0% | -5.5% | -0.8% |
| 30D | +1.1% | +14.8% | -13.7% | -2.0% |
| 3M | +5.9% | +14.1% | -8.2% | +2.5% |
| 6M | +11.6% | +28.5% | -16.9% | +3.7% |
| YTD | +19.8% | +74.9% | -55.1% | +3.7% |
| 1Y | +26.2% | +61.7% | -35.5% | +10.9% |
| 3Y | +68.5% | +80.3% | -11.9% | +41.4% |
| 5Y | +79.9% | +226.0% | -146.1% | +26.0% |
| 10Y | +229.7% | +569.9% | -340.2% | +83.6% |
| All | +591.0% | +5,948.3% | -5,357.3% | +119.0% |
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