+73.6%
VEA vs ROK
+48.6%
+25.0%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.0% |
| 7D | -2.1% | -1.6% | -0.5% | -1.7% |
| 30D | -1.1% | -5.4% | +4.4% | +0.3% |
| 3M | +5.1% | -4.0% | +9.0% | +5.9% |
| 6M | +9.8% | +13.3% | -3.6% | +6.2% |
| YTD | +15.9% | +9.3% | +6.6% | +12.8% |
| 1Y | +24.6% | +25.8% | -1.3% | +17.4% |
| All | +73.6% | +48.6% | +25.0% | +51.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling