+348.0%
VT vs ROK
+1,144.9%
-796.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -14.2% | +10.1% | +2.1% |
| 7D | -4.2% | -15.6% | +11.4% | +2.7% |
| 30D | -5.8% | -15.5% | +9.7% | +0.9% |
| 3M | -5.2% | -15.1% | +9.8% | +1.1% |
| 6M | +0.1% | -12.0% | +12.2% | +4.5% |
| YTD | +8.2% | -1.1% | +9.3% | +6.3% |
| 1Y | +10.1% | +6.5% | +3.6% | +4.4% |
| 3Y | +69.7% | +51.8% | +17.9% | +31.0% |
| 5Y | +53.4% | +22.2% | +31.2% | +26.8% |
| 10Y | +219.2% | +289.3% | -70.1% | +38.4% |
| All | +348.0% | +1,144.9% | -796.9% | -14.3% |
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 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