-78.7%
VFC vs RVMD
+574.1%
-652.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.2% |
| 7D | -2.3% | -0.7% | -1.6% | -2.2% |
| 30D | -13.4% | +0.3% | -13.7% | -13.5% |
| 3M | -23.7% | +38.9% | -62.6% | -28.3% |
| 6M | -24.5% | +108.1% | -132.6% | -35.2% |
| YTD | -27.8% | +160.7% | -188.6% | -41.8% |
| 1Y | -13.5% | +407.3% | -420.7% | -39.7% |
| 3Y | -27.1% | +546.6% | -573.7% | -53.3% |
| All | -78.7% | +574.1% | -652.7% | -87.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling