+26.2%
VTV vs ROK
+29.3%
-3.1%
-6.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.5% |
| 7D | +0.5% | +0.7% | -0.2% | +0.4% |
| 30D | +1.1% | -3.3% | +4.4% | +1.7% |
| 3M | +5.9% | -5.9% | +11.7% | +6.6% |
| 6M | +11.6% | +13.9% | -2.2% | +7.1% |
| YTD | +19.8% | +12.6% | +7.2% | +14.7% |
| 1Y | +26.2% | +28.6% | -2.4% | +16.2% |
| All | +26.2% | +29.3% | -3.1% | +16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling