-50.2%
VFC vs RRC
+71.8%
-122.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.2% | -2.8% |
| 7D | -1.4% | +2.5% | -4.0% | -1.8% |
| 30D | +24.6% | +21.1% | +3.5% | +20.4% |
| 3M | +38.4% | +28.4% | +10.1% | +32.4% |
| 6M | +15.3% | +26.5% | -11.2% | +10.1% |
| YTD | +12.7% | +47.0% | -34.3% | +4.5% |
| 1Y | +32.7% | +35.2% | -2.5% | +24.6% |
| 3Y | +43.7% | +61.0% | -17.3% | +30.8% |
| 5Y | -69.2% | +133.6% | -202.8% | -74.1% |
| All | -50.2% | +71.8% | -122.1% | -66.0% |
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