-24.1%
RKT vs VCLT
-18.4%
-5.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.8% |
| 7D | -9.0% | -2.3% | -6.7% | -4.6% |
| 30D | +30.2% | +0.8% | +29.4% | +29.0% |
| 3M | -8.8% | -2.7% | -6.2% | -3.2% |
| 6M | -0.9% | -4.3% | +3.4% | +10.1% |
| YTD | -29.2% | -4.3% | -24.9% | -20.4% |
| 1Y | -20.1% | -4.4% | -15.7% | -9.9% |
| 3Y | +81.3% | +13.8% | +67.6% | +61.4% |
| 5Y | -6.6% | -17.0% | +10.3% | +31.0% |
| All | -24.1% | -18.4% | -5.7% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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