-77.9%
VFC vs RRC
+156.2%
-234.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.2% | +2.5% |
| 7D | -1.6% | +1.3% | -2.9% | -1.9% |
| 30D | -11.6% | +10.1% | -21.8% | -13.3% |
| 3M | -18.1% | +4.0% | -22.1% | -19.1% |
| 6M | -27.4% | +1.6% | -28.9% | -28.2% |
| YTD | -24.8% | +19.7% | -44.5% | -28.6% |
| 1Y | -8.2% | +21.4% | -29.6% | -13.2% |
| 3Y | -29.1% | +29.7% | -58.8% | -34.4% |
| All | -77.9% | +156.2% | -234.1% | -81.3% |
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