-8.0%
RKT vs VEU
+55.0%
-63.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -1.6% |
| 7D | -1.0% | +0.3% | -1.3% | -1.3% |
| 30D | -2.4% | +0.7% | -3.1% | -3.2% |
| 3M | +1.9% | +4.7% | -2.8% | -4.6% |
| 6M | -13.9% | +11.6% | -25.5% | -26.1% |
| YTD | -30.6% | +16.8% | -47.4% | -43.9% |
| 1Y | -34.4% | +24.9% | -59.2% | -51.7% |
| 3Y | +38.2% | +75.7% | -37.5% | -38.7% |
| All | -8.0% | +55.0% | -63.1% | -52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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