-47.5%
VFC vs RVTY
+212.9%
-260.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.1% |
| 7D | +3.5% | -2.7% | +6.2% | +4.9% |
| 30D | +38.3% | +3.2% | +35.0% | +35.1% |
| 3M | +40.2% | +37.2% | +3.0% | +15.6% |
| 6M | +10.6% | +57.7% | -47.1% | -16.5% |
| YTD | +16.7% | +64.8% | -48.1% | -14.9% |
| 1Y | +45.0% | +72.8% | -27.8% | +3.1% |
| 3Y | +48.8% | +89.8% | -41.0% | +2.9% |
| 5Y | -67.6% | -8.4% | -59.1% | -69.6% |
| 10Y | -47.5% | +219.5% | -267.0% | -72.5% |
| All | -47.5% | +212.9% | -260.5% | -72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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