-17.2%
ROCK vs VT
+215.5%
-232.7%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.2% | +2.2% |
| 7D | -19.0% | -2.3% | -16.7% | -15.4% |
| 30D | -15.5% | -5.0% | -10.6% | -9.0% |
| 3M | -36.1% | -4.9% | -31.2% | -31.0% |
| 6M | -14.3% | -1.5% | -12.8% | -10.7% |
| YTD | -34.3% | +8.5% | -42.8% | -38.5% |
| 1Y | -45.5% | +11.4% | -56.8% | -50.2% |
| 3Y | -51.1% | +70.1% | -121.1% | -71.3% |
| 5Y | -57.1% | +53.7% | -110.8% | -71.8% |
| All | -17.2% | +215.5% | -232.7% | -74.5% |
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