-67.9%
VFC vs RVTY
-7.4%
-60.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -1.5% |
| 7D | +11.2% | -1.2% | +12.4% | +11.5% |
| 30D | +41.5% | +1.0% | +40.5% | +39.7% |
| 3M | +38.9% | +35.8% | +3.1% | +12.7% |
| 6M | +6.1% | +56.7% | -50.6% | -22.5% |
| YTD | +14.5% | +60.7% | -46.2% | -18.7% |
| 1Y | +46.0% | +73.7% | -27.7% | -1.5% |
| 3Y | +36.4% | +82.8% | -46.4% | -8.4% |
| All | -67.9% | -7.4% | -60.4% | -70.8% |
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 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