+402.8%
VUG vs ROK
+264.0%
+138.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | +2.5% | +7.1% | -4.6% | -0.3% |
| 30D | -6.3% | -5.0% | -1.3% | -4.7% |
| 3M | -6.0% | -9.4% | +3.3% | -2.6% |
| 6M | -3.5% | -11.0% | +7.5% | +0.1% |
| YTD | +3.9% | +4.4% | -0.5% | -0.1% |
| 1Y | +5.1% | +7.4% | -2.3% | -0.2% |
| 3Y | +77.9% | +61.0% | +16.9% | +36.3% |
| 5Y | +62.4% | +30.4% | +32.0% | +32.8% |
| All | +402.8% | +264.0% | +138.9% | +172.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling