-26.0%
RBLX vs VT
+80.0%
-106.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.6% | -1.1% |
| 7D | +7.9% | +2.9% | +5.0% | +2.6% |
| 30D | +3.9% | -2.5% | +6.4% | +9.5% |
| 3M | +44.7% | -3.3% | +48.0% | +54.9% |
| 6M | +23.8% | +1.5% | +22.3% | +21.0% |
| YTD | -36.5% | +11.4% | -47.9% | -48.0% |
| 1Y | -50.7% | +11.9% | -62.6% | -60.0% |
| 3Y | +33.8% | +73.9% | -40.0% | -56.8% |
| 5Y | -52.2% | +57.9% | -110.1% | -79.7% |
| All | -26.0% | +80.0% | -106.0% | -78.5% |
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