-67.9%
VFC vs RRC
+110.6%
-178.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.1% | +0.7% |
| 7D | +11.2% | -10.8% | +22.0% | +13.5% |
| 30D | +41.5% | +22.3% | +19.2% | +35.1% |
| 3M | +38.9% | +26.6% | +12.3% | +31.3% |
| 6M | +6.1% | +18.9% | -12.8% | +1.2% |
| YTD | +14.5% | +39.2% | -24.6% | +4.4% |
| 1Y | +46.0% | +34.0% | +12.0% | +34.2% |
| 3Y | +36.4% | +42.0% | -5.6% | +22.7% |
| All | -67.9% | +110.6% | -178.5% | -71.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling