+70.1%
VT vs ROK
+49.7%
+20.3%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.6% |
| 7D | -2.3% | -13.8% | +11.5% | +1.5% |
| 30D | -5.0% | -14.9% | +10.0% | -1.0% |
| 3M | -4.9% | -14.7% | +9.8% | -1.0% |
| 6M | -1.5% | -17.7% | +16.1% | +3.1% |
| YTD | +8.5% | -2.5% | +10.9% | +7.9% |
| 1Y | +11.4% | +2.3% | +9.1% | +9.3% |
| 3Y | +70.1% | +52.7% | +17.3% | +43.4% |
| All | +70.1% | +49.7% | +20.3% | +43.4% |
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