-23.6%
RKT vs VEA
+115.2%
-138.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.2% |
| 7D | +6.0% | +1.9% | +4.1% | +3.4% |
| 30D | +0.7% | +0.8% | -0.1% | -0.2% |
| 3M | +11.8% | +5.7% | +6.1% | +3.8% |
| 6M | -7.6% | +13.3% | -20.9% | -21.3% |
| YTD | -28.7% | +18.4% | -47.1% | -42.4% |
| 1Y | -32.6% | +27.0% | -59.5% | -50.3% |
| 3Y | +42.1% | +79.3% | -37.2% | -33.3% |
| 5Y | -7.2% | +62.1% | -69.3% | -51.7% |
| All | -23.6% | +115.2% | -138.8% | -72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded VEA 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling