+557.5%
RKLB vs VFC
-72.4%
+630.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.0% | -0.2% | -2.0% |
| 7D | +39.3% | -1.4% | +40.7% | +40.2% |
| 30D | -0.2% | +24.6% | -24.9% | -8.5% |
| 3M | -21.1% | +38.4% | -59.5% | -30.6% |
| 6M | -45.5% | +15.3% | -60.8% | -49.3% |
| YTD | -8.2% | +12.7% | -20.9% | -14.1% |
| 1Y | +28.2% | +32.7% | -4.5% | +12.6% |
| 3Y | +1,366.1% | +43.7% | +1,322.4% | +984.4% |
| 5Y | +345.9% | -69.2% | +415.0% | +555.3% |
| All | +557.5% | -72.4% | +630.0% | +854.9% |
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