-27.0%
RKT vs VTEB
+3.2%
-30.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | +2.3% |
| 7D | -7.2% | -1.2% | -6.0% | -0.5% |
| 30D | -7.9% | -2.9% | -5.0% | +8.8% |
| 3M | +5.2% | -3.2% | +8.3% | +27.4% |
| 6M | -14.9% | -2.6% | -12.3% | +1.2% |
| YTD | -31.9% | -1.8% | -30.0% | -22.3% |
| 1Y | -36.9% | +0.2% | -37.1% | -35.4% |
| 3Y | +35.7% | +8.2% | +27.5% | -2.6% |
| 5Y | -9.7% | +0.8% | -10.5% | -7.3% |
| All | -27.0% | +3.2% | -30.2% | -37.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling