-57.9%
ROCK vs VT
+57.5%
-115.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.5% | -7.4% | -7.2% |
| 7D | -23.4% | -0.1% | -23.3% | -21.7% |
| 30D | -14.6% | -3.1% | -11.6% | -9.2% |
| 3M | -35.9% | -3.5% | -32.4% | -31.3% |
| 6M | -23.3% | +0.5% | -23.8% | -21.7% |
| YTD | -36.7% | +10.8% | -47.5% | -43.0% |
| 1Y | -49.0% | +11.9% | -60.9% | -54.5% |
| 3Y | -52.8% | +73.0% | -125.7% | -75.3% |
| 5Y | -57.9% | +58.6% | -116.5% | -74.6% |
| All | -57.9% | +57.5% | -115.5% | -74.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling