+228.7%
VTV vs CFG
+316.8%
-88.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.3% |
| 7D | -1.1% | -0.4% | -0.7% | -1.0% |
| 30D | -1.0% | -4.6% | +3.6% | +0.5% |
| 3M | +4.6% | +6.7% | -2.0% | +2.3% |
| 6M | +13.5% | +22.1% | -8.6% | +6.0% |
| YTD | +18.5% | +23.2% | -4.7% | +10.0% |
| 1Y | +22.9% | +40.3% | -17.4% | +9.0% |
| 3Y | +67.8% | +187.9% | -120.0% | +14.3% |
| 5Y | +81.8% | +102.0% | -20.1% | +35.1% |
| All | +228.7% | +316.8% | -88.1% | +79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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