-34.5%
RBLX vs VFC
-80.3%
+45.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.4% | -3.0% | +0.3% |
| 7D | +5.1% | -1.4% | +6.5% | +5.4% |
| 30D | +28.0% | -9.0% | +37.0% | +31.0% |
| 3M | +4.6% | -24.2% | +28.8% | +11.6% |
| 6M | -24.7% | -18.5% | -6.2% | -21.3% |
| YTD | -43.8% | -25.9% | -18.0% | -40.2% |
| 1Y | -65.8% | -13.0% | -52.8% | -65.5% |
| 3Y | +59.4% | -20.3% | +79.7% | +41.1% |
| 5Y | -48.2% | -78.1% | +29.9% | -12.8% |
| All | -34.5% | -80.3% | +45.7% | +5.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling