-3.2%
ROP vs VFC
+39.5%
-42.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -3.1% | -2.9% |
| 7D | +2.1% | +11.2% | -9.1% | +1.3% |
| 30D | +32.9% | +41.5% | -8.6% | +29.5% |
| 3M | +20.3% | +38.9% | -18.6% | +17.3% |
| 6M | +36.8% | +6.1% | +30.6% | +35.6% |
| YTD | +8.1% | +14.5% | -6.4% | +6.3% |
| 1Y | +8.3% | +46.0% | -37.7% | +4.2% |
| 3Y | -3.2% | +36.4% | -39.6% | -7.9% |
| All | -3.2% | +39.5% | -42.8% | -7.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling