-20.0%
RKT vs VUG
+135.0%
-155.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.7% | -4.1% | -4.1% |
| 7D | +4.6% | -1.2% | +5.8% | +5.7% |
| 30D | +25.9% | -8.9% | +34.7% | +36.9% |
| 3M | +5.0% | -5.9% | +10.9% | +10.6% |
| 6M | -7.9% | -3.3% | -4.6% | -5.1% |
| YTD | -25.4% | +3.4% | -28.8% | -27.7% |
| 1Y | -15.4% | +1.9% | -17.3% | -16.7% |
| 3Y | +83.3% | +76.9% | +6.4% | -3.4% |
| 5Y | -0.8% | +63.9% | -64.7% | -44.2% |
| All | -20.0% | +135.0% | -155.1% | -71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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