+2,263.1%
VGT vs ROK
+2,022.5%
+240.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.3% |
| 7D | +1.8% | +2.8% | -0.9% | +0.6% |
| 30D | -0.3% | -2.4% | +2.1% | +0.7% |
| 3M | +3.4% | -4.7% | +8.1% | +5.1% |
| 6M | +35.0% | +16.8% | +18.2% | +25.0% |
| YTD | +28.8% | +11.4% | +17.4% | +21.3% |
| 1Y | +38.0% | +26.2% | +11.8% | +22.8% |
| 3Y | +125.8% | +51.9% | +73.9% | +79.1% |
| 5Y | +134.7% | +46.4% | +88.4% | +85.8% |
| 10Y | +792.6% | +343.5% | +449.1% | +315.0% |
| All | +2,263.1% | +2,022.5% | +240.6% | +398.6% |
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