+4.1%
VCIT vs ROK
+30.4%
-26.3%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.3% | -0.1% |
| 7D | -1.4% | +7.1% | -8.5% | -1.7% |
| 30D | +0.6% | -5.0% | +5.5% | +0.7% |
| 3M | -2.2% | -9.4% | +7.2% | -1.9% |
| 6M | -2.3% | -11.0% | +8.7% | -2.0% |
| YTD | -2.2% | +4.4% | -6.6% | -2.7% |
| 1Y | -1.4% | +7.4% | -8.8% | -2.0% |
| 3Y | +18.7% | +61.0% | -42.2% | +14.7% |
| All | +4.1% | +30.4% | -26.3% | +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