-5.4%
RKT vs VSH
+38.9%
-44.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.2% | +1.1% |
| 7D | -9.0% | +14.3% | -23.3% | -12.6% |
| 30D | +30.2% | -7.9% | +38.1% | +30.6% |
| 3M | -8.8% | -19.9% | +11.0% | -5.7% |
| 6M | -0.9% | -30.5% | +29.6% | +1.7% |
| YTD | -29.2% | +85.7% | -114.8% | -52.6% |
| 1Y | -20.1% | +98.9% | -119.0% | -48.1% |
| 3Y | +81.3% | +32.1% | +49.2% | +38.6% |
| All | -5.4% | +38.9% | -44.3% | -36.1% |
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