-9.7%
RKT vs VSH
+67.3%
-76.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.7% | -3.5% | -3.0% |
| 7D | -1.0% | +3.5% | -4.5% | -2.1% |
| 30D | -2.4% | -4.4% | +2.0% | -1.3% |
| 3M | +1.9% | -45.8% | +47.7% | +21.3% |
| 6M | -13.9% | +90.1% | -104.0% | -39.1% |
| YTD | -30.6% | +120.3% | -151.0% | -54.6% |
| 1Y | -34.4% | +112.2% | -146.6% | -56.9% |
| 3Y | +38.2% | +36.6% | +1.6% | +11.9% |
| 5Y | -9.7% | +67.0% | -76.7% | -40.3% |
| All | -9.7% | +67.3% | -76.9% | -40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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