-11.4%
RKT vs VTEB
+1.2%
-12.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.4% | -2.1% |
| 7D | -6.3% | -0.9% | -5.3% | -1.2% |
| 30D | -6.2% | -2.5% | -3.7% | +8.6% |
| 3M | -1.9% | -3.0% | +1.1% | +17.5% |
| 6M | -13.0% | -2.1% | -10.9% | +0.5% |
| YTD | -31.9% | -1.5% | -30.4% | -23.8% |
| 1Y | -37.6% | +0.2% | -37.7% | -36.0% |
| 3Y | +36.8% | +8.6% | +28.3% | -3.5% |
| All | -11.4% | +1.2% | -12.7% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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