+94.2%
ROAM vs VT
+217.1%
-122.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.7% | -0.7% |
| 7D | -2.3% | -1.6% | -0.7% | -1.0% |
| 30D | -5.9% | -2.5% | -3.4% | -3.9% |
| 3M | -2.3% | -1.3% | -1.0% | -1.1% |
| 6M | -1.1% | +3.1% | -4.2% | -3.3% |
| YTD | +16.1% | +10.9% | +5.2% | +6.9% |
| 1Y | +17.7% | +12.1% | +5.7% | +7.4% |
| 3Y | +78.0% | +73.9% | +4.1% | +11.7% |
| 5Y | +68.8% | +58.0% | +10.8% | +14.2% |
| 10Y | +120.3% | +225.5% | -105.2% | -18.3% |
| All | +94.2% | +217.1% | -122.9% | -28.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling