-22.2%
RKT vs VFC
-73.3%
+51.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.5% | -2.0% |
| 7D | +2.1% | -1.6% | +3.7% | +2.7% |
| 30D | +1.4% | -11.6% | +13.1% | +6.3% |
| 3M | +6.3% | -18.1% | +24.4% | +14.0% |
| 6M | -15.5% | -27.4% | +11.9% | -5.3% |
| YTD | -27.4% | -24.8% | -2.6% | -19.7% |
| 1Y | -26.6% | -8.2% | -18.4% | -25.0% |
| 3Y | +41.2% | -29.1% | +70.3% | +40.2% |
| 5Y | -6.4% | -79.2% | +72.7% | +67.4% |
| All | -22.2% | -73.3% | +51.1% | +17.0% |
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