+208.2%
ROL vs VFC
-69.4%
+277.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.9% |
| 7D | -3.3% | -2.3% | -0.9% | -3.0% |
| 30D | -7.2% | -13.4% | +6.1% | -5.7% |
| 3M | -27.0% | -23.7% | -3.3% | -24.9% |
| 6M | -39.5% | -24.5% | -15.1% | -37.9% |
| YTD | -41.8% | -27.8% | -14.0% | -40.0% |
| 1Y | -38.9% | -13.5% | -25.4% | -38.6% |
| 3Y | -0.4% | -27.1% | +26.7% | -3.9% |
| 5Y | -4.2% | -79.0% | +74.8% | +17.9% |
| 10Y | +208.2% | -68.7% | +276.9% | +227.5% |
| All | +208.2% | -69.4% | +277.6% | +227.5% |
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