+715.8%
VTV vs ROK
+2,007.4%
-1,291.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | -0.7% | +0.2% | -0.8% | -0.7% |
| 30D | -0.5% | -1.8% | +1.3% | +0.2% |
| 3M | +5.3% | -7.2% | +12.5% | +7.8% |
| 6M | +12.9% | +14.2% | -1.3% | +5.7% |
| YTD | +18.5% | +10.6% | +7.9% | +11.9% |
| 1Y | +25.3% | +25.9% | -0.6% | +12.0% |
| 3Y | +68.2% | +50.8% | +17.4% | +34.0% |
| 5Y | +80.6% | +47.0% | +33.6% | +40.5% |
| 10Y | +232.9% | +354.9% | -122.0% | +50.7% |
| All | +715.8% | +2,007.4% | -1,291.7% | +77.7% |
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