+948.7%
VTI vs ROK
+5,149.8%
-4,201.1%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | -0.4% | +0.2% | -0.5% | -0.4% |
| 30D | -1.6% | -1.8% | +0.2% | -0.9% |
| 3M | +3.6% | -7.2% | +10.7% | +6.1% |
| 6M | +13.0% | +14.2% | -1.1% | +5.9% |
| YTD | +12.7% | +10.6% | +2.1% | +6.5% |
| 1Y | +18.4% | +25.9% | -7.5% | +5.9% |
| 3Y | +76.4% | +50.8% | +25.7% | +41.3% |
| 5Y | +73.7% | +47.0% | +26.7% | +37.0% |
| 10Y | +302.5% | +354.9% | -52.4% | +88.6% |
| All | +948.7% | +5,149.8% | -4,201.1% | +62.7% |
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