-68.5%
VFC vs RRX
+228.4%
-296.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.7% | +0.7% | +2.3% |
| 7D | -1.4% | -0.3% | -1.0% | -1.2% |
| 30D | -9.0% | -6.1% | -2.8% | -5.8% |
| 3M | -24.2% | -23.1% | -1.1% | -14.4% |
| 6M | -18.5% | -19.5% | +1.0% | -12.3% |
| YTD | -25.9% | +16.1% | -41.9% | -37.2% |
| 1Y | -13.0% | +12.9% | -25.9% | -25.4% |
| 3Y | -20.3% | +7.9% | -28.3% | -32.8% |
| 5Y | -78.1% | +19.1% | -97.2% | -83.2% |
| All | -68.5% | +228.4% | -296.9% | -86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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