+28.6%
ROK vs VFC
-6.8%
+35.4%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.1% | +0.7% |
| 7D | +0.7% | -1.6% | +2.3% | +1.1% |
| 30D | -3.3% | -11.6% | +8.3% | -0.5% |
| 3M | -5.9% | -18.1% | +12.2% | -2.2% |
| 6M | +13.9% | -27.4% | +41.2% | +21.0% |
| YTD | +12.6% | -24.8% | +37.4% | +19.4% |
| 1Y | +28.6% | -8.2% | +36.8% | +30.3% |
| All | +28.6% | -6.8% | +35.4% | +30.3% |
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