+112.7%
ROAM vs VT
+229.7%
-116.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.6% |
| 7D | +1.3% | +0.4% | +0.9% | +0.9% |
| 30D | +4.2% | +1.0% | +3.3% | +3.4% |
| 3M | +0.9% | +2.4% | -1.5% | -0.9% |
| 6M | +16.6% | +12.0% | +4.6% | +6.3% |
| YTD | +27.3% | +15.3% | +11.9% | +13.2% |
| 1Y | +40.5% | +22.6% | +17.9% | +18.8% |
| 3Y | +92.7% | +74.7% | +18.0% | +20.4% |
| 5Y | +77.5% | +66.1% | +11.3% | +14.9% |
| 10Y | +137.9% | +225.0% | -87.1% | -12.3% |
| All | +112.7% | +229.7% | -116.9% | -24.7% |
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