+96.1%
VCIT vs ROK
+1,081.0%
-984.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.2% | -0.1% |
| 7D | +0.1% | -13.8% | +13.9% | +0.3% |
| 30D | +1.9% | -14.9% | +16.9% | +2.1% |
| 3M | -1.4% | -14.7% | +13.2% | -1.2% |
| 6M | -2.1% | -17.7% | +15.5% | -1.9% |
| YTD | -1.6% | -2.5% | +0.8% | -1.7% |
| 1Y | -0.9% | +2.3% | -3.2% | -1.0% |
| 3Y | +20.0% | +52.7% | -32.8% | +19.0% |
| 5Y | +3.1% | +20.5% | -17.4% | +2.2% |
| 10Y | +28.7% | +284.0% | -255.3% | +28.9% |
| All | +96.1% | +1,081.0% | -984.9% | +107.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling