-19.2%
ROCK vs VT
+214.8%
-234.0%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.3% | -4.1% | -23.2% | -22.5% |
| 7D | -21.4% | -4.2% | -17.3% | -16.1% |
| 30D | -22.3% | -5.8% | -16.5% | -15.4% |
| 3M | -42.2% | -5.2% | -37.0% | -37.4% |
| 6M | -17.3% | +0.1% | -17.4% | -15.4% |
| YTD | -35.9% | +8.2% | -44.1% | -39.8% |
| 1Y | -47.8% | +10.1% | -57.9% | -51.7% |
| 3Y | -52.2% | +69.7% | -121.8% | -71.8% |
| 5Y | -58.1% | +53.4% | -111.5% | -72.4% |
| All | -19.2% | +214.8% | -234.0% | -75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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