-47.5%
VFC vs RRC
+67.7%
-115.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.8% | -5.5% | -1.4% |
| 7D | +3.5% | -5.2% | +8.7% | +4.3% |
| 30D | +38.3% | +25.2% | +13.1% | +32.9% |
| 3M | +40.2% | +27.4% | +12.8% | +34.2% |
| 6M | +10.6% | +27.0% | -16.4% | +5.5% |
| YTD | +16.7% | +46.3% | -29.5% | +8.3% |
| 1Y | +45.0% | +37.1% | +7.9% | +35.9% |
| 3Y | +48.8% | +60.2% | -11.4% | +35.5% |
| 5Y | -67.6% | +136.6% | -204.2% | -72.8% |
| 10Y | -47.5% | +68.8% | -116.3% | -64.2% |
| All | -47.5% | +67.7% | -115.3% | -64.2% |
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