+264.9%
ROK vs VT
+222.7%
+42.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | +0.3% |
| 7D | +6.1% | +2.9% | +3.2% | +2.4% |
| 30D | -6.5% | -2.5% | -4.0% | -2.9% |
| 3M | -10.2% | -3.3% | -6.8% | -5.8% |
| 6M | -10.6% | +1.5% | -12.2% | -11.8% |
| YTD | +4.9% | +11.4% | -6.5% | -7.3% |
| 1Y | +3.8% | +11.9% | -8.1% | -8.7% |
| 3Y | +63.5% | +73.9% | -10.4% | -15.0% |
| 5Y | +30.9% | +57.9% | -27.0% | -23.1% |
| All | +264.9% | +222.7% | +42.3% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling