+57.8%
VT vs ROK
+25.9%
+31.9%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.6% | -1.0% | +1.5% |
| 7D | +0.4% | -11.5% | +11.9% | +4.1% |
| 30D | -2.6% | -10.0% | +7.4% | +0.4% |
| 3M | -3.2% | -11.4% | +8.2% | +0.1% |
| 6M | +0.9% | -13.7% | +14.6% | +4.9% |
| YTD | +11.3% | +1.0% | +10.3% | +9.2% |
| 1Y | +14.0% | +5.6% | +8.4% | +10.1% |
| 3Y | +75.8% | +59.1% | +16.8% | +42.2% |
| 5Y | +57.8% | +26.1% | +31.7% | +34.3% |
| All | +57.8% | +25.9% | +31.9% | +34.3% |
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