+275.2%
RTX vs VFC
-69.1%
+344.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.6% |
| 7D | -3.1% | +0.8% | -3.9% | -3.3% |
| 30D | -10.6% | -11.9% | +1.4% | -8.1% |
| 3M | +11.6% | -20.2% | +31.8% | +16.1% |
| 6M | -4.5% | -23.0% | +18.5% | -0.4% |
| YTD | +9.6% | -26.2% | +35.8% | +14.8% |
| 1Y | +30.8% | -13.3% | +44.2% | +30.6% |
| 3Y | +152.8% | -25.5% | +178.3% | +128.6% |
| 5Y | +167.1% | -78.1% | +245.2% | +304.4% |
| 10Y | +275.2% | -68.8% | +344.0% | +406.4% |
| All | +275.2% | -69.1% | +344.3% | +406.4% |
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