-67.9%
VFC vs RBA
+37.7%
-105.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.5% | +0.6% |
| 7D | +11.2% | +4.3% | +6.9% | +9.6% |
| 30D | +41.5% | +16.3% | +25.2% | +34.2% |
| 3M | +38.9% | +1.3% | +37.6% | +37.9% |
| 6M | +6.1% | -11.1% | +17.2% | +9.8% |
| YTD | +14.5% | -8.5% | +23.0% | +16.9% |
| 1Y | +46.0% | -2.1% | +48.1% | +45.7% |
| 3Y | +36.4% | +44.6% | -8.2% | +22.6% |
| All | -67.9% | +37.7% | -105.5% | -69.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling