+377.4%
VT vs ROK
+1,317.3%
-939.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.6% |
| 7D | +0.4% | +0.7% | -0.2% | +0.1% |
| 30D | +1.0% | -3.3% | +4.3% | +2.4% |
| 3M | +2.4% | -5.9% | +8.2% | +4.5% |
| 6M | +12.0% | +13.9% | -1.9% | +4.6% |
| YTD | +15.3% | +12.6% | +2.8% | +7.7% |
| 1Y | +22.6% | +28.6% | -6.0% | +7.5% |
| 3Y | +74.7% | +45.1% | +29.6% | +38.7% |
| 5Y | +66.1% | +45.6% | +20.6% | +27.5% |
| 10Y | +225.0% | +345.0% | -120.0% | +33.3% |
| All | +377.4% | +1,317.3% | -939.8% | -13.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling