+15.2%
VCIT vs RBRK
+142.7%
-127.5%
-4.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | 0.0% |
| 7D | -0.3% | +0.7% | -1.0% | -0.4% |
| 30D | -0.8% | +10.4% | -11.2% | -0.8% |
| 3M | -1.0% | +21.6% | -22.7% | -1.1% |
| 6M | -1.8% | +70.7% | -72.6% | -2.1% |
| YTD | -0.7% | +22.5% | -23.2% | -0.9% |
| 1Y | +1.0% | +8.2% | -7.2% | +0.8% |
| All | +15.2% | +142.7% | -127.5% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 RBRK 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