-46.1%
VFC vs RL
+397.7%
-443.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.8% | -3.2% | -1.2% |
| 7D | +7.7% | +0.2% | +7.4% | +7.2% |
| 30D | +39.2% | +7.3% | +31.9% | +32.6% |
| 3M | +40.3% | +1.0% | +39.2% | +38.8% |
| 6M | +11.4% | +11.8% | -0.4% | +1.9% |
| YTD | +17.5% | +13.6% | +3.9% | +6.2% |
| 1Y | +45.9% | +24.0% | +21.8% | +24.8% |
| 3Y | +47.3% | +256.6% | -209.3% | -31.5% |
| 5Y | -67.2% | +240.2% | -307.4% | -84.6% |
| 10Y | -46.1% | +373.0% | -419.0% | -79.8% |
| All | -46.1% | +397.7% | -443.7% | -79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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