-13.3%
VFC vs REPL
+136.7%
-150.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.9% |
| 7D | +0.8% | -5.7% | +6.6% | +0.7% |
| 30D | -11.9% | +22.5% | -34.4% | -11.3% |
| 3M | -20.2% | +64.7% | -84.8% | -17.4% |
| 6M | -23.0% | +83.0% | -106.0% | -18.7% |
| YTD | -26.2% | +52.0% | -78.2% | -22.2% |
| 1Y | -13.3% | +144.5% | -157.9% | -9.7% |
| All | -13.3% | +136.7% | -150.0% | -9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling