-27.1%
RKT vs VTRS
+19.8%
-46.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.3% |
| 7D | -6.3% | -2.2% | -4.1% | -5.6% |
| 30D | -6.2% | +3.3% | -9.5% | -7.2% |
| 3M | -1.9% | +2.0% | -3.8% | -2.6% |
| 6M | -13.0% | +19.9% | -32.9% | -18.0% |
| YTD | -31.9% | +35.7% | -67.7% | -38.6% |
| 1Y | -37.6% | +68.1% | -105.7% | -47.3% |
| 3Y | +36.8% | +87.1% | -50.3% | +9.9% |
| 5Y | -9.7% | +47.6% | -57.4% | -28.4% |
| All | -27.1% | +19.8% | -46.9% | -44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 10y: compounded portfolio wealth divided by compounded VTRS 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…
10y analysis · Full analysis span regression · 6 months rolling