+28.9%
VCIT vs ROK
+274.8%
-245.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.2% | -0.1% |
| 7D | +0.1% | -13.8% | +13.9% | +0.6% |
| 30D | +1.9% | -14.9% | +16.9% | +2.4% |
| 3M | -1.4% | -14.7% | +13.2% | -1.0% |
| 6M | -2.1% | -17.7% | +15.5% | -1.6% |
| YTD | -1.6% | -2.5% | +0.8% | -1.8% |
| 1Y | -0.9% | +2.3% | -3.2% | -1.2% |
| 3Y | +20.0% | +52.7% | -32.8% | +17.2% |
| 5Y | +3.1% | +20.5% | -17.4% | +1.0% |
| All | +28.9% | +274.8% | -245.9% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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