+26.1%
ROK vs VT
+57.4%
-31.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.6% | +1.0% | +0.3% |
| 7D | -11.5% | +0.4% | -11.9% | -11.4% |
| 30D | -10.0% | -2.6% | -7.4% | -6.4% |
| 3M | -11.4% | -3.2% | -8.2% | -7.1% |
| 6M | -13.7% | +0.9% | -14.6% | -14.2% |
| YTD | +1.0% | +11.3% | -10.3% | -10.8% |
| 1Y | +5.6% | +14.0% | -8.4% | -9.3% |
| 3Y | +59.1% | +75.8% | -16.8% | -18.3% |
| 5Y | +26.1% | +57.8% | -31.7% | -28.4% |
| All | +26.1% | +57.4% | -31.2% | -28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling