-7.6%
ROBT vs VT
+53.4%
-61.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.6% | +0.5% |
| 7D | -5.6% | -2.3% | -3.3% | -2.4% |
| 30D | -12.3% | -5.0% | -7.4% | -5.6% |
| 3M | -8.5% | -4.9% | -3.7% | -1.5% |
| 6M | -1.9% | -1.5% | -0.4% | +0.8% |
| YTD | +1.6% | +8.5% | -6.9% | -8.8% |
| 1Y | -0.5% | +11.4% | -11.8% | -13.8% |
| 3Y | +35.4% | +70.1% | -34.7% | -33.3% |
| All | -7.6% | +53.4% | -61.0% | -46.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling