+205.4%
VFC vs RL
+1,366.2%
-1,160.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.0% | +0.3% | +1.4% |
| 7D | -1.6% | -0.8% | -0.8% | -1.3% |
| 30D | -11.6% | -7.8% | -3.9% | -8.4% |
| 3M | -18.1% | -4.0% | -14.1% | -16.6% |
| 6M | -27.4% | -1.9% | -25.5% | -27.2% |
| YTD | -24.8% | -0.2% | -24.7% | -25.3% |
| 1Y | -8.2% | +10.7% | -18.9% | -12.6% |
| 3Y | -29.1% | +210.8% | -239.9% | -56.0% |
| 5Y | -79.2% | +238.2% | -317.4% | -87.6% |
| 10Y | -68.1% | +313.4% | -381.5% | -83.5% |
| All | +205.4% | +1,366.2% | -1,160.8% | -14.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling