-68.5%
VFC vs RSG
+428.9%
-497.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.8% | +3.6% | +3.9% |
| 7D | -1.4% | 0.0% | -1.4% | -1.4% |
| 30D | -9.0% | +4.0% | -12.9% | -11.0% |
| 3M | -24.2% | +7.4% | -31.5% | -27.6% |
| 6M | -18.5% | +0.1% | -18.6% | -19.6% |
| YTD | -25.9% | +6.0% | -31.9% | -29.7% |
| 1Y | -13.0% | -3.0% | -10.0% | -12.7% |
| 3Y | -20.3% | +56.5% | -76.8% | -43.8% |
| 5Y | -78.1% | +90.9% | -169.0% | -87.1% |
| All | -68.5% | +428.9% | -497.5% | -89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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