+789.7%
VFC vs RVTY
+2,416.7%
-1,627.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.4% |
| 7D | -1.6% | +1.1% | -2.7% | -1.9% |
| 30D | -11.6% | +13.2% | -24.8% | -14.7% |
| 3M | -18.1% | +27.2% | -45.3% | -23.7% |
| 6M | -27.4% | +32.4% | -59.8% | -33.1% |
| YTD | -24.8% | +34.9% | -59.7% | -31.2% |
| 1Y | -8.2% | +52.4% | -60.6% | -18.5% |
| 3Y | -29.1% | +12.3% | -41.4% | -31.5% |
| 5Y | -79.2% | -30.8% | -48.3% | -77.7% |
| 10Y | -68.1% | +150.7% | -218.8% | -74.4% |
| All | +789.7% | +2,416.7% | -1,627.0% | +240.2% |
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