-22.2%
RKT vs VSH
+112.0%
-134.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.4% | -5.6% | -2.4% |
| 7D | +2.1% | +4.1% | -2.0% | +0.9% |
| 30D | +1.4% | -4.2% | +5.6% | +2.3% |
| 3M | +6.3% | -50.0% | +56.2% | +28.2% |
| 6M | -15.5% | +80.2% | -95.6% | -36.6% |
| YTD | -27.4% | +121.1% | -148.5% | -50.2% |
| 1Y | -26.6% | +112.0% | -138.6% | -49.3% |
| 3Y | +41.2% | +22.5% | +18.7% | +19.1% |
| 5Y | -6.4% | +64.0% | -70.5% | -32.2% |
| All | -22.2% | +112.0% | -134.2% | -52.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling