+1,274.9%
VFC vs RVTY
+2,959.8%
-1,684.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | -0.3% |
| 7D | -1.4% | -0.7% | -0.6% | -1.2% |
| 30D | +30.7% | +1.7% | +29.0% | +29.8% |
| 3M | +40.6% | +36.8% | +3.8% | +28.1% |
| 6M | +16.5% | +60.1% | -43.6% | +1.3% |
| YTD | +16.2% | +64.0% | -47.8% | +0.2% |
| 1Y | +42.4% | +68.2% | -25.8% | +22.2% |
| 3Y | +48.1% | +88.8% | -40.7% | +25.5% |
| 5Y | -67.8% | -10.5% | -57.3% | -67.9% |
| 10Y | -48.5% | +219.7% | -268.1% | -61.3% |
| All | +1,274.9% | +2,959.8% | -1,684.8% | +395.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling