+578.9%
RKLB vs VFC
-71.6%
+650.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.5% | +6.0% | +5.7% |
| 7D | +26.3% | -1.4% | +27.7% | +27.2% |
| 30D | +0.7% | +30.7% | -30.0% | -9.3% |
| 3M | -17.3% | +40.6% | -58.0% | -27.8% |
| 6M | -43.6% | +16.5% | -60.1% | -47.7% |
| YTD | -5.2% | +16.2% | -21.4% | -12.3% |
| 1Y | +29.1% | +42.4% | -13.3% | +10.4% |
| 3Y | +1,413.7% | +48.1% | +1,365.7% | +1,007.0% |
| 5Y | +364.9% | -67.8% | +432.7% | +573.4% |
| All | +578.9% | -71.6% | +650.5% | +874.9% |
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 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