-80.9%
VFC vs REPL
-7.7%
-73.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.8% |
| 7D | +0.8% | -5.7% | +6.6% | +1.1% |
| 30D | -11.9% | +22.5% | -34.4% | -12.8% |
| 3M | -20.2% | +64.7% | -84.8% | -23.5% |
| 6M | -23.0% | +83.0% | -106.0% | -30.7% |
| YTD | -26.2% | +52.0% | -78.2% | -33.0% |
| 1Y | -13.3% | +144.5% | -157.9% | -27.5% |
| 3Y | -25.5% | -25.1% | -0.4% | -41.7% |
| 5Y | -78.1% | -52.9% | -25.2% | -82.5% |
| All | -80.9% | -7.7% | -73.2% | -87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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