+135.7%
ROP vs VFC
-69.4%
+205.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -1.0% |
| 7D | -6.1% | -2.3% | -3.8% | -5.8% |
| 30D | -3.4% | -13.4% | +10.0% | -1.0% |
| 3M | +16.7% | -23.7% | +40.4% | +21.3% |
| 6M | +8.1% | -24.5% | +32.5% | +12.0% |
| YTD | -11.7% | -27.8% | +16.2% | -8.0% |
| 1Y | -24.2% | -13.5% | -10.8% | -24.4% |
| 3Y | -19.0% | -27.1% | +8.1% | -23.8% |
| 5Y | -15.9% | -79.0% | +63.2% | +13.8% |
| 10Y | +135.7% | -68.7% | +204.4% | +173.2% |
| All | +135.7% | -69.4% | +205.1% | +173.2% |
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