-25.7%
RKT vs VTRS
+19.7%
-45.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.5% |
| 7D | -1.0% | -3.5% | +2.5% | +0.1% |
| 30D | -2.4% | +2.1% | -4.5% | -3.0% |
| 3M | +1.9% | +2.6% | -0.7% | +1.0% |
| 6M | -13.9% | +17.8% | -31.6% | -18.4% |
| YTD | -30.6% | +35.7% | -66.3% | -37.4% |
| 1Y | -34.4% | +63.5% | -97.9% | -44.2% |
| 3Y | +38.2% | +85.1% | -46.9% | +11.3% |
| 5Y | -9.7% | +42.5% | -52.1% | -28.5% |
| All | -25.7% | +19.7% | -45.4% | -43.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling