-79.5%
RAM vs VFC
+21.4%
-101.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -32.5% | -2.9% | -29.5% | -32.7% |
| 7D | -49.5% | +10.9% | -60.3% | -48.4% |
| 30D | -63.2% | +40.6% | -103.9% | -62.0% |
| 3M | -58.5% | +34.4% | -92.9% | -58.3% |
| All | -79.5% | +21.4% | -101.0% | -76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · Available span rolling