-80.6%
VFC vs RVMD
+622.3%
-703.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.2% | +4.2% | +4.3% |
| 7D | -1.4% | -3.0% | +1.6% | -0.8% |
| 30D | -9.0% | -0.7% | -8.2% | -9.0% |
| 3M | -24.2% | +36.5% | -60.7% | -28.8% |
| 6M | -18.5% | +104.6% | -123.1% | -30.4% |
| YTD | -25.9% | +155.8% | -181.7% | -40.5% |
| 1Y | -13.0% | +340.7% | -353.7% | -37.9% |
| 3Y | -20.3% | +519.9% | -540.3% | -49.0% |
| 5Y | -78.1% | +584.9% | -663.0% | -87.2% |
| All | -80.6% | +622.3% | -703.0% | -90.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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