+24,936.4%
ROP vs VFC
+560.7%
+24,375.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.4% | -5.9% | -4.2% |
| 7D | -4.4% | -1.6% | -2.8% | -4.1% |
| 30D | +3.2% | -11.6% | +14.9% | +6.5% |
| 3M | +23.1% | -18.1% | +41.2% | +28.1% |
| 6M | +13.3% | -27.4% | +40.7% | +20.8% |
| YTD | -7.9% | -24.8% | +17.0% | -3.1% |
| 1Y | -22.1% | -8.2% | -13.8% | -23.5% |
| 3Y | -16.8% | -29.1% | +12.3% | -23.9% |
| 5Y | -13.5% | -79.2% | +65.6% | +15.3% |
| 10Y | +137.7% | -68.1% | +205.8% | +152.5% |
| All | +24,936.4% | +560.7% | +24,375.7% | +9,448.8% |
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