-24.4%
VFC vs RRC
+34.3%
-58.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.2% | +2.6% |
| 7D | -1.6% | +1.3% | -2.9% | -1.9% |
| 30D | -11.6% | +10.1% | -21.8% | -13.8% |
| 3M | -18.1% | +4.0% | -22.1% | -19.2% |
| 6M | -27.4% | +1.6% | -28.9% | -28.4% |
| YTD | -24.8% | +19.7% | -44.5% | -30.4% |
| 1Y | -8.2% | +21.4% | -29.6% | -15.7% |
| All | -24.4% | +34.3% | -58.7% | -34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling