-77.9%
VFC vs RBA
+45.3%
-123.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.0% | +2.2% |
| 7D | -1.6% | -2.9% | +1.3% | -0.6% |
| 30D | -11.6% | -12.3% | +0.7% | -7.7% |
| 3M | -18.1% | -20.5% | +2.4% | -11.9% |
| 6M | -27.4% | -18.5% | -8.8% | -22.7% |
| YTD | -24.8% | -18.2% | -6.6% | -20.2% |
| 1Y | -8.2% | -27.5% | +19.3% | +1.2% |
| 3Y | -29.1% | +38.1% | -67.2% | -34.6% |
| All | -77.9% | +45.3% | -123.2% | -79.7% |
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 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