-9.7%
RKT vs VIG
+62.2%
-71.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.2% | -1.9% |
| 7D | -1.0% | -1.2% | +0.2% | +1.1% |
| 30D | -2.4% | -2.8% | +0.4% | +2.5% |
| 3M | +1.9% | +2.5% | -0.6% | -1.5% |
| 6M | -13.9% | +8.1% | -22.0% | -22.9% |
| YTD | -30.6% | +9.6% | -40.2% | -39.0% |
| 1Y | -34.4% | +14.2% | -48.5% | -45.6% |
| 3Y | +38.2% | +56.1% | -17.9% | -31.3% |
| 5Y | -9.7% | +62.8% | -72.5% | -57.6% |
| All | -9.7% | +62.2% | -71.9% | -57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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