+47.5%
ROK vs VTEB
+1.2%
+46.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.3% |
| 7D | -1.2% | -0.9% | -0.3% | -0.4% |
| 30D | -4.8% | -2.5% | -2.3% | -2.5% |
| 3M | -6.1% | -3.0% | -3.1% | -3.3% |
| 6M | +15.5% | -2.1% | +17.6% | +18.1% |
| YTD | +11.2% | -1.5% | +12.7% | +13.1% |
| 1Y | +23.8% | +0.2% | +23.7% | +24.5% |
| 3Y | +53.1% | +8.6% | +44.6% | +40.8% |
| All | +47.5% | +1.2% | +46.3% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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