-69.5%
VFC vs REPL
+39.1%
-108.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.0% | -0.4% | +2.5% |
| 7D | +7.7% | +14.2% | -6.5% | +7.1% |
| 30D | +39.2% | +65.9% | -26.7% | +36.2% |
| 3M | +40.3% | +84.6% | -44.3% | +36.4% |
| 6M | +11.4% | +446.9% | -435.6% | -2.1% |
| YTD | +17.5% | +129.0% | -111.5% | +4.8% |
| 1Y | +45.9% | +167.9% | -122.0% | +28.4% |
| 3Y | +47.3% | +93.9% | -46.6% | +5.9% |
| 5Y | -67.2% | -33.0% | -34.2% | -74.1% |
| All | -69.5% | +39.1% | -108.6% | -80.9% |
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