+29,271.4%
ROP vs VFC
+906.7%
+28,364.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -3.1% | -3.0% |
| 7D | +2.1% | +11.2% | -9.1% | -0.7% |
| 30D | +32.9% | +41.5% | -8.6% | +21.1% |
| 3M | +20.3% | +38.9% | -18.6% | +9.9% |
| 6M | +36.8% | +6.1% | +30.6% | +32.5% |
| YTD | +8.1% | +14.5% | -6.4% | +1.4% |
| 1Y | +8.3% | +46.0% | -37.7% | -5.5% |
| 3Y | -3.2% | +36.4% | -39.6% | -25.4% |
| 5Y | +1.7% | -67.5% | +69.3% | +20.5% |
| 10Y | +199.2% | -45.8% | +245.1% | +173.2% |
| All | +29,271.4% | +906.7% | +28,364.7% | +9,898.1% |
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