+47.3%
VFC vs RVTY
+90.0%
-42.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.6% | -1.0% | +0.2% |
| 7D | +7.7% | +6.0% | +1.7% | +3.2% |
| 30D | +39.2% | +4.3% | +34.9% | +34.2% |
| 3M | +40.3% | +40.2% | 0.0% | +7.4% |
| 6M | +11.4% | +59.3% | -47.9% | -24.0% |
| YTD | +17.5% | +66.5% | -49.0% | -24.3% |
| 1Y | +45.9% | +77.5% | -31.6% | -11.1% |
| 3Y | +47.3% | +92.5% | -45.2% | -28.9% |
| All | +47.3% | +90.0% | -42.7% | -28.9% |
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