+789.7%
VFC vs RRX
+3,904.5%
-3,114.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.3% |
| 7D | -1.6% | +3.4% | -5.1% | -2.8% |
| 30D | -11.6% | -11.1% | -0.5% | -7.9% |
| 3M | -18.1% | -23.7% | +5.6% | -10.9% |
| 6M | -27.4% | -22.0% | -5.4% | -22.4% |
| YTD | -24.8% | +16.5% | -41.3% | -31.2% |
| 1Y | -8.2% | +11.5% | -19.7% | -14.8% |
| 3Y | -29.1% | +1.5% | -30.6% | -32.7% |
| 5Y | -79.2% | +18.3% | -97.4% | -81.4% |
| 10Y | -68.1% | +209.8% | -277.9% | -78.9% |
| All | +789.7% | +3,904.5% | -3,114.8% | +354.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling