+9,763.6%
ROL vs VFC
+1,377.5%
+8,386.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.6% | -0.5% | +1.5% |
| 7D | +7.5% | +7.7% | -0.2% | +5.8% |
| 30D | +21.1% | +39.2% | -18.1% | +12.9% |
| 3M | +3.1% | +40.3% | -37.1% | -4.1% |
| 6M | -27.4% | +11.4% | -38.8% | -29.8% |
| YTD | -34.7% | +17.5% | -52.3% | -38.0% |
| 1Y | -32.9% | +45.9% | -78.8% | -39.4% |
| 3Y | +6.1% | +47.3% | -41.2% | -14.9% |
| 5Y | +16.3% | -67.2% | +83.5% | +33.2% |
| 10Y | +214.9% | -46.1% | +261.0% | +188.2% |
| All | +9,763.6% | +1,377.5% | +8,386.0% | +3,953.3% |
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