+214.9%
ROL vs VFC
-44.8%
+259.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.6% | -0.5% | +1.8% |
| 7D | +7.5% | +7.7% | -0.2% | +6.6% |
| 30D | +21.1% | +39.2% | -18.1% | +16.5% |
| 3M | +3.1% | +40.3% | -37.1% | -0.9% |
| 6M | -27.4% | +11.4% | -38.8% | -28.7% |
| YTD | -34.7% | +17.5% | -52.3% | -36.5% |
| 1Y | -32.9% | +45.9% | -78.8% | -36.5% |
| 3Y | +6.1% | +47.3% | -41.2% | -6.1% |
| 5Y | +16.3% | -67.2% | +83.5% | +36.4% |
| 10Y | +214.9% | -46.1% | +261.0% | +223.4% |
| All | +214.9% | -44.8% | +259.6% | +223.4% |
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