-78.3%
VFC vs RSG
+89.9%
-168.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.8% | +3.6% | +4.2% |
| 7D | -1.4% | 0.0% | -1.4% | -1.4% |
| 30D | -9.0% | +4.0% | -12.9% | -9.9% |
| 3M | -24.2% | +7.4% | -31.5% | -25.8% |
| 6M | -18.5% | +0.1% | -18.6% | -18.7% |
| YTD | -25.9% | +6.0% | -31.9% | -27.7% |
| 1Y | -13.0% | -3.0% | -10.0% | -12.3% |
| 3Y | -20.3% | +56.5% | -76.8% | -33.6% |
| All | -78.3% | +89.9% | -168.2% | -83.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling