-13.5%
VFC vs RVTY
+43.7%
-57.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.3% | -0.8% |
| 7D | -2.3% | -5.4% | +3.1% | +0.7% |
| 30D | -13.4% | +6.7% | -20.1% | -16.8% |
| 3M | -23.7% | +19.0% | -42.7% | -32.1% |
| 6M | -24.5% | +34.6% | -59.1% | -38.5% |
| YTD | -27.8% | +28.3% | -56.1% | -41.1% |
| 1Y | -13.5% | +46.0% | -59.5% | -36.8% |
| All | -13.5% | +43.7% | -57.1% | -36.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling