+608.4%
VST vs ROK
+30.4%
+578.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.9% |
| 7D | +6.6% | +7.1% | -0.5% | +3.6% |
| 30D | -12.4% | -5.0% | -7.4% | -10.6% |
| 3M | -9.0% | -9.4% | +0.4% | -5.4% |
| 6M | -6.4% | -11.0% | +4.6% | -1.9% |
| YTD | -17.2% | +4.4% | -21.6% | -18.9% |
| 1Y | -22.0% | +7.4% | -29.4% | -24.4% |
| 3Y | +296.7% | +61.0% | +235.7% | +220.7% |
| All | +608.4% | +30.4% | +578.0% | +460.3% |
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