+2,260.0%
VGT vs ROK
+2,007.4%
+252.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.2% |
| 7D | +1.5% | +0.2% | +1.3% | +1.4% |
| 30D | +0.5% | -1.8% | +2.3% | +1.3% |
| 3M | +5.3% | -7.2% | +12.4% | +8.3% |
| 6M | +32.4% | +14.2% | +18.3% | +23.9% |
| YTD | +28.6% | +10.6% | +18.0% | +21.5% |
| 1Y | +37.6% | +25.9% | +11.7% | +22.6% |
| 3Y | +125.5% | +50.8% | +74.7% | +79.5% |
| 5Y | +135.2% | +47.0% | +88.1% | +85.8% |
| 10Y | +812.9% | +354.9% | +458.0% | +320.0% |
| All | +2,260.0% | +2,007.4% | +252.6% | +399.5% |
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 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