+231.0%
ROG vs VT
+363.9%
-132.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.7% | -4.6% | -4.8% |
| 7D | -8.6% | -0.3% | -8.3% | -8.3% |
| 30D | -19.1% | -1.4% | -17.7% | -17.6% |
| 3M | -2.8% | -1.4% | -1.4% | -0.9% |
| 6M | -4.7% | +5.5% | -10.1% | -9.2% |
| YTD | +40.5% | +12.8% | +27.7% | +24.1% |
| 1Y | +56.3% | +15.4% | +40.9% | +34.7% |
| 3Y | +8.4% | +76.9% | -68.5% | -40.7% |
| 5Y | -52.2% | +60.4% | -112.6% | -71.7% |
| 10Y | +90.5% | +232.8% | -142.3% | -46.7% |
| All | +231.0% | +363.9% | -132.9% | -40.5% |
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