+944.2%
RKLB vs VFC
-27.2%
+971.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.2% | -2.1% | -3.6% |
| 7D | 0.0% | -2.3% | +2.3% | +0.7% |
| 30D | -21.2% | -13.4% | -7.8% | -17.6% |
| 3M | -41.7% | -23.7% | -18.0% | -37.3% |
| 6M | -11.8% | -24.5% | +12.7% | -4.3% |
| YTD | -9.6% | -27.8% | +18.2% | -1.0% |
| 1Y | +34.1% | -13.5% | +47.6% | +38.2% |
| All | +944.2% | -27.2% | +971.4% | +845.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling