-41.4%
RAM vs VFC
+42.1%
-83.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +4.4% | -14.8% | -8.6% |
| 7D | -31.3% | +21.5% | -52.7% | -26.2% |
| 30D | -49.4% | +46.7% | -96.0% | -47.2% |
| 3M | -41.4% | +38.4% | -79.8% | -46.9% |
| All | -41.4% | +42.1% | -83.5% | -46.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling