+1,241.4%
ROL vs VCIT
+96.6%
+1,144.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | +11.7% | +0.5% | +11.3% | +11.6% |
| 30D | +27.7% | +2.1% | +25.6% | +27.1% |
| 3M | +3.7% | -1.6% | +5.2% | +4.0% |
| 6M | -27.8% | -1.6% | -26.2% | -27.5% |
| YTD | -34.7% | -1.5% | -33.2% | -34.5% |
| 1Y | -34.1% | -0.4% | -33.7% | -34.0% |
| 3Y | +5.9% | +19.6% | -13.7% | +2.7% |
| 5Y | +15.6% | +3.3% | +12.4% | +10.2% |
| 10Y | +226.5% | +28.9% | +197.6% | +247.4% |
| All | +1,241.4% | +96.6% | +1,144.8% | +2,080.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling