+217.2%
ROL vs VCIT
+30.9%
+186.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +0.8% | -0.5% | +1.2% | +1.0% |
| 30D | +20.6% | +1.5% | +19.1% | +19.6% |
| 3M | +4.5% | -1.0% | +5.4% | +5.1% |
| 6M | -26.5% | -1.7% | -24.9% | -25.8% |
| YTD | -34.8% | -1.4% | -33.5% | -34.3% |
| 1Y | -33.2% | -0.9% | -32.2% | -32.8% |
| 3Y | +4.5% | +19.8% | -15.3% | -4.9% |
| 5Y | +15.5% | +4.6% | +10.9% | +9.4% |
| 10Y | +217.2% | +31.5% | +185.7% | +234.1% |
| All | +217.2% | +30.9% | +186.3% | +234.1% |
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