+175.8%
ROCK vs VT
+363.9%
-188.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.7% | +4.9% | +4.2% |
| 7D | +13.7% | -0.3% | +14.0% | +14.2% |
| 30D | +8.1% | -1.4% | +9.5% | +10.4% |
| 3M | -9.3% | -1.4% | -7.9% | -7.3% |
| 6M | +18.0% | +5.5% | +12.6% | +10.4% |
| YTD | -11.9% | +12.8% | -24.7% | -24.9% |
| 1Y | -28.4% | +15.4% | -43.8% | -40.6% |
| 3Y | -34.2% | +76.9% | -111.1% | -69.5% |
| 5Y | -40.6% | +60.4% | -101.0% | -68.3% |
| 10Y | +12.8% | +232.8% | -220.0% | -80.3% |
| All | +175.8% | +363.9% | -188.1% | -60.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling