-77.9%
VFC vs REPL
-54.3%
-23.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +4.0% | +2.4% |
| 7D | -1.6% | -3.0% | +1.4% | -1.5% |
| 30D | -11.6% | +27.1% | -38.8% | -12.2% |
| 3M | -18.1% | +52.4% | -70.5% | -19.7% |
| 6M | -27.4% | +107.4% | -134.8% | -32.6% |
| YTD | -24.8% | +54.7% | -79.6% | -29.1% |
| 1Y | -8.2% | +158.9% | -167.1% | -19.6% |
| 3Y | -29.1% | -23.7% | -5.4% | -41.0% |
| All | -77.9% | -54.3% | -23.6% | -81.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling