+127.5%
VFC vs RSG
+2,005.0%
-1,877.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.7% |
| 7D | +0.8% | -0.7% | +1.6% | +1.0% |
| 30D | -11.9% | +3.3% | -15.2% | -12.8% |
| 3M | -20.2% | +8.5% | -28.6% | -22.2% |
| 6M | -23.0% | -3.5% | -19.5% | -22.7% |
| YTD | -26.2% | +5.5% | -31.7% | -27.9% |
| 1Y | -13.3% | -1.7% | -11.6% | -13.5% |
| 3Y | -25.5% | +56.9% | -82.4% | -35.6% |
| 5Y | -78.1% | +89.4% | -167.5% | -82.2% |
| 10Y | -68.8% | +412.5% | -481.3% | -80.2% |
| All | +127.5% | +2,005.0% | -1,877.5% | +1.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling