+273.8%
RTX vs VFC
-44.8%
+318.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.6% | +1.0% | +3.0% |
| 7D | -3.2% | +7.7% | -10.9% | -4.8% |
| 30D | +5.6% | +39.2% | -33.6% | -1.8% |
| 3M | -11.7% | +40.3% | -52.0% | -18.1% |
| 6M | +12.3% | +11.4% | +0.9% | +8.4% |
| YTD | +8.2% | +17.5% | -9.3% | +2.3% |
| 1Y | +12.6% | +45.9% | -33.3% | +0.7% |
| 3Y | +152.8% | +47.3% | +105.5% | +94.0% |
| 5Y | +140.2% | -67.2% | +207.4% | +242.3% |
| 10Y | +273.8% | -46.1% | +319.9% | +353.9% |
| All | +273.8% | -44.8% | +318.6% | +353.9% |
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 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