-68.8%
VFC vs RL
+304.3%
-373.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.7% | -1.1% |
| 7D | +0.8% | +1.9% | -1.0% | -0.4% |
| 30D | -11.9% | -12.2% | +0.3% | -4.3% |
| 3M | -20.2% | -6.6% | -13.5% | -16.8% |
| 6M | -23.0% | +3.2% | -26.1% | -25.7% |
| YTD | -26.2% | -1.3% | -24.9% | -26.7% |
| 1Y | -13.3% | +13.6% | -26.9% | -21.0% |
| 3Y | -25.5% | +210.9% | -236.3% | -61.9% |
| 5Y | -78.1% | +246.9% | -325.0% | -89.7% |
| 10Y | -68.8% | +310.1% | -378.9% | -86.9% |
| All | -68.8% | +304.3% | -373.1% | -86.9% |
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