-6.6%
RKT vs VIG
+65.2%
-71.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | 0.0% | -5.0% | -5.0% |
| 7D | -7.5% | +3.1% | -10.6% | -12.1% |
| 30D | +26.6% | +5.0% | +21.5% | +16.6% |
| 3M | -2.4% | +2.7% | -5.1% | -6.6% |
| 6M | -7.4% | +11.0% | -18.3% | -21.4% |
| YTD | -29.2% | +16.0% | -45.1% | -43.5% |
| 1Y | -23.5% | +16.3% | -39.8% | -39.0% |
| 3Y | +73.9% | +66.8% | +7.1% | -23.7% |
| 5Y | -6.6% | +64.8% | -71.4% | -58.6% |
| All | -6.6% | +65.2% | -71.8% | -58.6% |
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