-33.0%
ROC vs VT
+7.0%
-40.1%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.1% | +3.6% | +4.0% |
| 7D | -1.9% | -0.7% | -1.2% | -1.3% |
| 30D | -9.2% | -1.7% | -7.5% | -8.2% |
| 3M | -16.3% | -2.3% | -14.0% | -15.1% |
| 6M | -40.4% | +1.5% | -42.0% | -40.2% |
| All | -33.0% | +7.0% | -40.1% | -31.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling