-69.6%
VFC vs RVMD
+510.7%
-580.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.3% | +5.5% | +3.7% |
| 7D | +1.6% | -10.4% | +12.0% | +3.6% |
| 30D | +25.5% | -11.0% | +36.5% | +27.8% |
| 3M | +41.3% | -14.7% | +56.0% | +44.7% |
| 6M | +22.2% | +14.9% | +7.3% | +17.8% |
| YTD | +16.4% | +116.3% | -99.9% | -4.1% |
| 1Y | +38.4% | +167.6% | -129.2% | +9.0% |
| 3Y | +56.2% | +776.8% | -720.6% | -3.8% |
| 5Y | -68.2% | +424.8% | -493.0% | -80.4% |
| All | -69.6% | +510.7% | -580.3% | -84.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling