-67.9%
VFC vs RL
+226.8%
-294.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +1.2% |
| 7D | +11.2% | -4.2% | +15.4% | +14.7% |
| 30D | +41.5% | +4.3% | +37.2% | +36.5% |
| 3M | +38.9% | -4.6% | +43.5% | +43.4% |
| 6M | +6.1% | +1.7% | +4.4% | +2.2% |
| YTD | +14.5% | +7.3% | +7.2% | +5.1% |
| 1Y | +46.0% | +20.8% | +25.2% | +21.7% |
| 3Y | +36.4% | +247.0% | -210.6% | -46.9% |
| All | -67.9% | +226.8% | -294.7% | -87.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling