+216.0%
ROL vs VCIT
+28.8%
+187.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.0% |
| 7D | +9.5% | +0.1% | +9.4% | +9.4% |
| 30D | +22.9% | +1.9% | +21.0% | +21.7% |
| 3M | +3.5% | -1.4% | +5.0% | +4.4% |
| 6M | -29.4% | -2.1% | -27.3% | -28.6% |
| YTD | -36.1% | -1.6% | -34.4% | -35.5% |
| 1Y | -34.4% | -0.9% | -33.4% | -34.0% |
| 3Y | +4.0% | +20.0% | -16.0% | -5.3% |
| 5Y | +13.2% | +3.1% | +10.1% | +7.6% |
| All | +216.0% | +28.8% | +187.2% | +232.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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