-75.3%
VFC vs RPRX
+66.6%
-141.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.2% | +2.3% |
| 7D | -1.6% | +5.1% | -6.7% | -3.6% |
| 30D | -11.6% | +11.2% | -22.8% | -15.4% |
| 3M | -18.1% | +16.7% | -34.8% | -23.2% |
| 6M | -27.4% | +36.0% | -63.3% | -36.2% |
| YTD | -24.8% | +67.8% | -92.6% | -39.5% |
| 1Y | -8.2% | +76.7% | -84.9% | -27.7% |
| 3Y | -29.1% | +128.1% | -157.2% | -49.8% |
| 5Y | -79.2% | +82.9% | -162.0% | -84.2% |
| All | -75.3% | +66.6% | -141.9% | -81.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling