-70.3%
VFC vs REPL
+35.1%
-105.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.0% | -7.8% | -0.2% |
| 7D | +11.2% | +22.8% | -11.6% | +10.3% |
| 30D | +41.5% | +63.8% | -22.3% | +38.5% |
| 3M | +38.9% | +68.1% | -29.2% | +35.6% |
| 6M | +6.1% | +528.5% | -522.3% | -7.8% |
| YTD | +14.5% | +122.4% | -107.9% | +2.3% |
| 1Y | +46.0% | +154.4% | -108.4% | +28.8% |
| 3Y | +36.4% | +68.0% | -31.6% | -0.6% |
| 5Y | -67.5% | -35.4% | -32.2% | -74.3% |
| All | -70.3% | +35.1% | -105.4% | -81.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling