-52.6%
RBLX vs VFC
+52.5%
-105.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +4.4% | +4.1% | +7.5% |
| 7D | -7.5% | +21.5% | -28.9% | -11.3% |
| 30D | +10.6% | +46.7% | -36.1% | +2.0% |
| 3M | +33.3% | +38.4% | -5.1% | +24.3% |
| 6M | +3.7% | +15.2% | -11.6% | -1.6% |
| YTD | -39.1% | +17.8% | -57.0% | -41.3% |
| 1Y | -52.6% | +55.6% | -108.2% | -53.8% |
| All | -52.6% | +52.5% | -105.1% | -53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling