-77.9%
VFC vs RL
+238.1%
-316.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.0% | +0.3% | +0.8% |
| 7D | -1.6% | -0.8% | -0.8% | -1.0% |
| 30D | -11.6% | -7.8% | -3.9% | -6.2% |
| 3M | -18.1% | -4.0% | -14.1% | -16.0% |
| 6M | -27.4% | -1.9% | -25.5% | -27.9% |
| YTD | -24.8% | -0.2% | -24.7% | -26.5% |
| 1Y | -8.2% | +10.7% | -18.9% | -17.1% |
| 3Y | -29.1% | +210.8% | -239.9% | -68.8% |
| All | -77.9% | +238.1% | -316.0% | -91.3% |
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