+36.4%
VFC vs RL
+240.1%
-203.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +1.3% |
| 7D | +11.2% | -4.2% | +15.4% | +14.9% |
| 30D | +41.5% | +4.3% | +37.2% | +36.1% |
| 3M | +38.9% | -4.6% | +43.5% | +43.7% |
| 6M | +6.1% | +1.7% | +4.4% | +2.0% |
| YTD | +14.5% | +7.3% | +7.2% | +4.0% |
| 1Y | +46.0% | +20.8% | +25.2% | +18.5% |
| 3Y | +36.4% | +247.0% | -210.6% | -55.9% |
| All | +36.4% | +240.1% | -203.7% | -55.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling