-68.7%
VFC vs RRC
+4.5%
-73.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.1% |
| 7D | -2.3% | -1.7% | -0.6% | -2.1% |
| 30D | -13.4% | +3.6% | -17.0% | -13.8% |
| 3M | -23.7% | +8.8% | -32.5% | -25.0% |
| 6M | -24.5% | +0.8% | -25.2% | -25.1% |
| YTD | -27.8% | +19.0% | -46.8% | -30.5% |
| 1Y | -13.5% | +22.9% | -36.4% | -17.1% |
| 3Y | -27.1% | +32.3% | -59.4% | -31.4% |
| 5Y | -79.0% | +151.6% | -230.6% | -82.5% |
| 10Y | -68.7% | +5.5% | -74.3% | -77.4% |
| All | -68.7% | +4.5% | -73.3% | -77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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