+14,048.4%
ROK vs VFC
+1,367.6%
+12,680.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.2% |
| 7D | -11.0% | +3.5% | -14.5% | -12.0% |
| 30D | -8.2% | +38.3% | -46.5% | -18.2% |
| 3M | -8.5% | +40.2% | -48.6% | -19.0% |
| 6M | -12.0% | +10.6% | -22.6% | -16.6% |
| YTD | +3.1% | +16.7% | -13.7% | -4.9% |
| 1Y | +2.9% | +45.0% | -42.1% | -12.5% |
| 3Y | +60.7% | +48.8% | +11.9% | +15.6% |
| 5Y | +29.5% | -67.6% | +97.1% | +61.5% |
| 10Y | +262.6% | -47.5% | +310.2% | +249.8% |
| All | +14,048.4% | +1,367.6% | +12,680.8% | +5,435.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling