-25.7%
RKT vs VFC
-74.4%
+48.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.2% | -0.6% | -1.9% |
| 7D | -1.0% | -2.3% | +1.4% | -0.1% |
| 30D | -2.4% | -13.4% | +11.0% | +3.0% |
| 3M | +1.9% | -23.7% | +25.6% | +12.2% |
| 6M | -13.9% | -24.5% | +10.6% | -4.8% |
| YTD | -30.6% | -27.8% | -2.8% | -22.0% |
| 1Y | -34.4% | -13.5% | -20.9% | -31.4% |
| 3Y | +38.2% | -27.1% | +65.3% | +34.4% |
| 5Y | -9.7% | -79.0% | +69.4% | +61.1% |
| All | -25.7% | -74.4% | +48.7% | +13.5% |
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