-76.8%
VFC vs RPRX
+53.1%
-129.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.0% | +0.8% | -1.0% |
| 7D | -4.0% | -8.0% | +4.1% | -0.8% |
| 30D | -14.6% | +2.1% | -16.7% | -15.5% |
| 3M | -23.1% | +8.2% | -31.3% | -25.7% |
| 6M | -25.2% | +28.9% | -54.1% | -32.9% |
| YTD | -29.5% | +54.1% | -83.6% | -41.3% |
| 1Y | -14.4% | +65.5% | -79.9% | -30.7% |
| 3Y | -28.7% | +117.3% | -146.0% | -48.3% |
| 5Y | -79.1% | +71.6% | -150.7% | -83.7% |
| All | -76.8% | +53.1% | -129.9% | -81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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