-48.5%
VFC vs RBA
+209.3%
-257.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | -1.4% | +0.6% | -2.0% | -1.6% |
| 30D | +30.7% | +9.0% | +21.8% | +27.0% |
| 3M | +40.6% | +7.2% | +33.5% | +37.1% |
| 6M | +16.5% | -7.8% | +24.2% | +18.9% |
| YTD | +16.2% | -6.4% | +22.5% | +17.6% |
| 1Y | +42.4% | -4.2% | +46.6% | +43.2% |
| 3Y | +48.1% | +64.1% | -16.0% | +26.4% |
| 5Y | -67.8% | +48.4% | -116.2% | -72.5% |
| 10Y | -48.5% | +209.9% | -258.4% | -67.7% |
| All | -48.5% | +209.3% | -257.8% | -67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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