+25.0%
ROK vs VFC
+52.5%
-27.5%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.4% | -5.0% | -1.6% |
| 7D | 0.0% | +21.5% | -21.5% | -4.5% |
| 30D | -2.5% | +46.7% | -49.2% | -11.3% |
| 3M | 0.0% | +38.4% | -38.4% | -7.9% |
| 6M | +11.6% | +15.2% | -3.7% | +7.0% |
| YTD | +15.2% | +17.8% | -2.6% | +9.7% |
| 1Y | +25.0% | +55.6% | -30.6% | +14.3% |
| All | +25.0% | +52.5% | -27.5% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling