-24.2%
VFC vs RRX
+1.6%
-25.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -1.3% |
| 7D | -4.0% | -3.7% | -0.2% | -2.1% |
| 30D | -14.6% | -9.3% | -5.3% | -10.5% |
| 3M | -23.1% | -21.8% | -1.3% | -15.1% |
| 6M | -25.2% | -22.0% | -3.2% | -19.2% |
| YTD | -29.5% | +11.9% | -41.4% | -39.6% |
| 1Y | -14.4% | +11.6% | -26.0% | -27.0% |
| All | -24.2% | +1.6% | -25.8% | -41.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling