-13.0%
VFC vs RRX
+15.2%
-28.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.7% | +0.7% | +3.1% |
| 7D | -1.4% | -0.3% | -1.0% | -1.3% |
| 30D | -9.0% | -6.1% | -2.8% | -7.1% |
| 3M | -24.2% | -23.1% | -1.1% | -18.4% |
| 6M | -18.5% | -19.5% | +1.0% | -15.3% |
| YTD | -25.9% | +16.1% | -41.9% | -38.2% |
| 1Y | -13.0% | +12.9% | -25.9% | -28.3% |
| All | -13.0% | +15.2% | -28.1% | -28.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling