+769.3%
VST vs ROK
+46.3%
+723.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.2% | +3.0% |
| 7D | +8.9% | +0.7% | +8.2% | +8.6% |
| 30D | +6.2% | -3.3% | +9.5% | +7.6% |
| 3M | -2.7% | -5.9% | +3.1% | -0.3% |
| 6M | -8.4% | +13.9% | -22.2% | -13.0% |
| YTD | -7.2% | +12.6% | -19.8% | -11.7% |
| 1Y | -20.9% | +28.6% | -49.5% | -28.6% |
| 3Y | +384.0% | +45.1% | +338.9% | +303.5% |
| All | +769.3% | +46.3% | +723.1% | +571.0% |
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 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