+1,250.4%
VUG vs ROK
+2,045.6%
-795.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -1.0% |
| 7D | -0.1% | +0.7% | -0.8% | -0.4% |
| 30D | -0.3% | -3.3% | +3.0% | +1.0% |
| 3M | -0.7% | -5.9% | +5.2% | +1.2% |
| 6M | +14.6% | +13.9% | +0.8% | +7.6% |
| YTD | +9.0% | +12.6% | -3.6% | +2.3% |
| 1Y | +14.9% | +28.6% | -13.7% | +1.9% |
| 3Y | +86.0% | +45.1% | +40.9% | +51.5% |
| 5Y | +76.7% | +45.6% | +31.1% | +41.0% |
| 10Y | +411.3% | +345.0% | +66.3% | +144.5% |
| All | +1,250.4% | +2,045.6% | -795.2% | +216.3% |
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