-35.9%
RBLX vs VFC
-80.8%
+44.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.1% |
| 7D | +8.0% | -2.3% | +10.4% | +8.7% |
| 30D | +20.2% | -13.4% | +33.5% | +24.5% |
| 3M | +3.5% | -23.7% | +27.2% | +10.3% |
| 6M | -28.9% | -24.5% | -4.5% | -24.4% |
| YTD | -45.1% | -27.8% | -17.2% | -41.1% |
| 1Y | -66.2% | -13.5% | -52.8% | -65.9% |
| 3Y | +53.5% | -27.1% | +80.6% | +41.6% |
| 5Y | -48.4% | -79.0% | +30.6% | -12.8% |
| All | -35.9% | -80.8% | +44.9% | +4.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling