+14,237.2%
ROK vs VFC
+1,363.4%
+12,873.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.2% | -3.7% | -1.6% |
| 7D | +7.1% | +1.6% | +5.5% | +6.4% |
| 30D | -5.0% | +25.5% | -30.4% | -12.3% |
| 3M | -9.4% | +41.3% | -50.7% | -20.1% |
| 6M | -11.0% | +22.2% | -33.2% | -18.6% |
| YTD | +4.4% | +16.4% | -12.0% | -3.6% |
| 1Y | +7.4% | +38.4% | -31.0% | -7.1% |
| 3Y | +61.0% | +56.2% | +4.8% | +13.6% |
| 5Y | +30.4% | -68.2% | +98.5% | +63.8% |
| 10Y | +264.8% | -48.4% | +313.1% | +253.9% |
| All | +14,237.2% | +1,363.4% | +12,873.8% | +5,512.2% |
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