+267.0%
RTX vs VFC
-50.3%
+317.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.5% | -0.8% |
| 7D | +3.4% | -1.4% | +4.8% | +3.7% |
| 30D | +8.4% | +24.6% | -16.3% | +3.3% |
| 3M | -10.7% | +38.4% | -49.1% | -17.0% |
| 6M | +11.7% | +15.3% | -3.6% | +7.0% |
| YTD | +9.3% | +12.7% | -3.4% | +4.3% |
| 1Y | +13.3% | +32.7% | -19.4% | +3.6% |
| 3Y | +156.1% | +43.7% | +112.4% | +97.1% |
| 5Y | +148.5% | -69.2% | +217.7% | +261.3% |
| All | +267.0% | -50.3% | +317.3% | +353.4% |
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