-22.4%
VFC vs RVTY
+16.6%
-39.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.3% | -0.5% |
| 7D | -2.3% | -5.4% | +3.1% | +1.4% |
| 30D | -13.4% | +6.7% | -20.1% | -17.5% |
| 3M | -23.7% | +19.0% | -42.7% | -33.4% |
| 6M | -24.5% | +34.6% | -59.1% | -40.3% |
| YTD | -27.8% | +28.3% | -56.1% | -41.6% |
| 1Y | -13.5% | +46.0% | -59.5% | -36.5% |
| All | -22.4% | +16.6% | -39.0% | -36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling