+30.9%
ROK vs VT
+58.5%
-27.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | +0.3% |
| 7D | +6.1% | +2.9% | +3.2% | +2.3% |
| 30D | -6.5% | -2.5% | -4.0% | -2.8% |
| 3M | -10.2% | -3.3% | -6.8% | -5.7% |
| 6M | -10.6% | +1.5% | -12.2% | -11.8% |
| YTD | +4.9% | +11.4% | -6.5% | -7.4% |
| 1Y | +3.8% | +11.9% | -8.1% | -8.8% |
| 3Y | +63.5% | +73.9% | -10.4% | -14.9% |
| 5Y | +30.9% | +57.9% | -27.0% | -25.8% |
| All | +30.9% | +58.5% | -27.6% | -25.8% |
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