-46.1%
VFC vs RBA
+236.6%
-282.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.4% | +0.2% | +1.8% |
| 7D | +7.7% | +2.5% | +5.2% | +6.8% |
| 30D | +39.2% | +11.6% | +27.6% | +34.2% |
| 3M | +40.3% | +1.5% | +38.8% | +39.2% |
| 6M | +11.4% | -6.6% | +18.0% | +13.2% |
| YTD | +17.5% | -6.3% | +23.8% | +18.9% |
| 1Y | +45.9% | -4.0% | +49.8% | +46.5% |
| 3Y | +47.3% | +47.3% | +0.1% | +29.5% |
| 5Y | -67.2% | +47.7% | -114.9% | -71.9% |
| 10Y | -46.1% | +224.7% | -270.8% | -66.8% |
| All | -46.1% | +236.6% | -282.6% | -66.8% |
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