+48.1%
ROK vs VFC
-78.2%
+126.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.7% |
| 7D | +2.8% | +0.8% | +1.9% | +2.6% |
| 30D | -2.4% | -11.9% | +9.5% | +0.3% |
| 3M | -4.7% | -20.2% | +15.5% | -0.6% |
| 6M | +16.8% | -23.0% | +39.7% | +22.2% |
| YTD | +11.4% | -26.2% | +37.6% | +17.6% |
| 1Y | +26.2% | -13.3% | +39.5% | +27.8% |
| 3Y | +51.9% | -25.5% | +77.3% | +47.1% |
| All | +48.1% | -78.2% | +126.3% | +120.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling