+535.9%
RKLB vs VFC
-82.6%
+618.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.2% |
| 7D | -2.9% | -3.3% | +0.4% | -1.7% |
| 30D | -22.6% | -14.0% | -8.5% | -18.1% |
| 3M | -41.0% | -22.6% | -18.5% | -36.0% |
| 6M | -10.1% | -24.7% | +14.6% | -0.9% |
| YTD | -11.2% | -29.0% | +17.8% | -0.6% |
| 1Y | +34.2% | -13.8% | +48.0% | +38.2% |
| 3Y | +899.4% | -28.2% | +927.6% | +864.0% |
| 5Y | +231.5% | -79.0% | +310.5% | +470.6% |
| All | +535.9% | -82.6% | +618.5% | +1,005.6% |
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