-35.5%
RBLX vs VT
+85.5%
-121.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +4.4% |
| 7D | +10.2% | +1.0% | +9.2% | +8.2% |
| 30D | +18.6% | -0.2% | +18.8% | +19.0% |
| 3M | +6.0% | +4.5% | +1.4% | -2.4% |
| 6M | -29.5% | +14.1% | -43.5% | -45.4% |
| YTD | -44.7% | +14.8% | -59.4% | -57.4% |
| 1Y | -65.1% | +21.2% | -86.3% | -75.8% |
| 3Y | +54.5% | +76.6% | -22.1% | -51.6% |
| 5Y | -46.3% | +66.6% | -112.9% | -79.2% |
| All | -35.5% | +85.5% | -121.0% | -82.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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