+53.4%
VT vs ROK
+20.4%
+32.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -14.2% | +10.1% | +0.4% |
| 7D | -4.2% | -15.6% | +11.4% | +0.8% |
| 30D | -5.8% | -15.5% | +9.7% | -1.0% |
| 3M | -5.2% | -15.1% | +9.8% | -0.6% |
| 6M | +0.1% | -12.0% | +12.2% | +3.4% |
| YTD | +8.2% | -1.1% | +9.3% | +6.9% |
| 1Y | +10.1% | +6.5% | +3.6% | +6.0% |
| 3Y | +69.7% | +51.8% | +17.9% | +39.6% |
| 5Y | +53.4% | +22.2% | +31.2% | +32.2% |
| All | +53.4% | +20.4% | +32.9% | +32.2% |
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