+10,266.7%
RTX vs VFC
+845.1%
+9,421.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.0% | -1.3% |
| 7D | -5.2% | -1.6% | -3.5% | -4.7% |
| 30D | -9.4% | -11.6% | +2.2% | -6.3% |
| 3M | +12.3% | -18.1% | +30.4% | +17.3% |
| 6M | -3.1% | -27.4% | +24.2% | +4.0% |
| YTD | +10.7% | -24.8% | +35.5% | +16.9% |
| 1Y | +28.4% | -8.2% | +36.6% | +26.0% |
| 3Y | +147.1% | -29.1% | +176.2% | +122.5% |
| 5Y | +167.2% | -79.2% | +246.4% | +258.3% |
| 10Y | +274.7% | -68.1% | +342.8% | +319.0% |
| All | +10,266.7% | +845.1% | +9,421.6% | +4,344.5% |
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