+13.6%
ROL vs VFC
-67.4%
+81.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | +9.5% | +11.2% | -1.7% | +8.6% |
| 30D | +22.9% | +41.5% | -18.6% | +19.8% |
| 3M | +3.5% | +38.9% | -35.4% | +1.0% |
| 6M | -29.4% | +6.1% | -35.5% | -30.0% |
| YTD | -36.1% | +14.5% | -50.6% | -37.0% |
| 1Y | -34.4% | +46.0% | -80.3% | -36.4% |
| 3Y | +4.0% | +36.4% | -32.4% | -2.6% |
| All | +13.6% | -67.4% | +81.0% | +43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling