+76.1%
ROG vs VT
+215.5%
-139.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.2% | +5.1% | +5.1% |
| 7D | -8.3% | -2.3% | -6.0% | -5.4% |
| 30D | -20.8% | -5.0% | -15.8% | -15.1% |
| 3M | -8.8% | -4.9% | -3.9% | -2.4% |
| 6M | -13.3% | -1.5% | -11.7% | -10.2% |
| YTD | +33.2% | +8.5% | +24.7% | +22.5% |
| 1Y | +44.4% | +11.4% | +33.0% | +28.8% |
| 3Y | +3.1% | +70.1% | -66.9% | -43.3% |
| 5Y | -54.7% | +53.7% | -108.5% | -72.3% |
| All | +76.1% | +215.5% | -139.4% | -59.4% |
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