-68.8%
VFC vs RBA
+182.6%
-251.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -1.2% |
| 7D | +0.8% | -1.1% | +1.9% | +1.2% |
| 30D | -11.9% | -13.2% | +1.3% | -7.8% |
| 3M | -20.2% | -21.4% | +1.2% | -13.9% |
| 6M | -23.0% | -20.9% | -2.1% | -17.3% |
| YTD | -26.2% | -19.9% | -6.4% | -21.3% |
| 1Y | -13.3% | -28.7% | +15.3% | -4.1% |
| 3Y | -25.5% | +27.4% | -52.9% | -31.3% |
| 5Y | -78.1% | +41.7% | -119.8% | -81.0% |
| 10Y | -68.8% | +189.6% | -258.4% | -80.0% |
| All | -68.8% | +182.6% | -251.3% | -80.0% |
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