-48.9%
RBLX vs VFC
-79.4%
+30.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.2% |
| 7D | +8.1% | -3.3% | +11.4% | +9.1% |
| 30D | +23.9% | -14.0% | +37.9% | +28.9% |
| 3M | +8.1% | -22.6% | +30.7% | +15.2% |
| 6M | -23.7% | -24.7% | +1.0% | -18.5% |
| YTD | -44.6% | -29.0% | -15.6% | -40.1% |
| 1Y | -66.2% | -13.8% | -52.4% | -65.9% |
| 3Y | +54.7% | -28.2% | +83.0% | +41.6% |
| 5Y | -48.9% | -79.0% | +30.1% | +19.5% |
| All | -48.9% | -79.4% | +30.5% | +19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling