-0.5%
ROL vs VCIT
+4.1%
-4.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -1.4% | -0.3% | -1.1% | -1.2% |
| 30D | -4.1% | -0.8% | -3.3% | -3.5% |
| 3M | -22.5% | -1.0% | -21.5% | -21.9% |
| 6M | -37.7% | -1.8% | -35.8% | -36.7% |
| YTD | -39.6% | -0.7% | -38.9% | -39.3% |
| 1Y | -36.0% | +1.0% | -37.0% | -36.6% |
| 3Y | -5.1% | +18.8% | -24.0% | -17.5% |
| All | -0.5% | +4.1% | -4.6% | -6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling