+9,562.4%
ROL vs VFC
+1,340.0%
+8,222.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | +9.5% | +11.2% | -1.7% | +7.0% |
| 30D | +22.9% | +41.5% | -18.6% | +14.2% |
| 3M | +3.5% | +38.9% | -35.4% | -3.6% |
| 6M | -29.4% | +6.1% | -35.5% | -31.0% |
| YTD | -36.1% | +14.5% | -50.6% | -38.9% |
| 1Y | -34.4% | +46.0% | -80.3% | -40.7% |
| 3Y | +4.0% | +36.4% | -32.4% | -15.0% |
| 5Y | +13.2% | -67.5% | +80.8% | +29.8% |
| 10Y | +219.7% | -45.8% | +265.5% | +191.6% |
| All | +9,562.4% | +1,340.0% | +8,222.4% | +3,892.3% |
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