+3.8%
VCIT vs ROK
+46.3%
-42.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.1% |
| 7D | -0.3% | +0.7% | -1.0% | -0.4% |
| 30D | -0.8% | -3.3% | +2.5% | -0.6% |
| 3M | -1.0% | -5.9% | +4.9% | -0.8% |
| 6M | -1.8% | +13.9% | -15.7% | -2.5% |
| YTD | -0.7% | +12.6% | -13.3% | -1.4% |
| 1Y | +1.0% | +28.6% | -27.6% | -0.4% |
| 3Y | +18.8% | +45.1% | -26.3% | +16.0% |
| All | +3.8% | +46.3% | -42.4% | -0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling