-78.1%
VFC vs RVTY
-32.1%
-46.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.6% | -0.4% |
| 7D | +0.8% | +0.4% | +0.5% | +0.6% |
| 30D | -11.9% | +10.8% | -22.8% | -17.7% |
| 3M | -20.2% | +26.8% | -46.9% | -32.2% |
| 6M | -23.0% | +39.3% | -62.3% | -38.8% |
| YTD | -26.2% | +31.6% | -57.8% | -39.7% |
| 1Y | -13.3% | +47.7% | -61.0% | -34.1% |
| 3Y | -25.5% | +19.9% | -45.4% | -36.6% |
| 5Y | -78.1% | -32.3% | -45.8% | -78.0% |
| All | -78.1% | -32.1% | -46.0% | -78.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling