-34.1%
ROL vs VCLT
-4.8%
-29.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -0.6% |
| 7D | -1.7% | -1.9% | +0.2% | -0.5% |
| 30D | +18.5% | +1.4% | +17.1% | +18.0% |
| 3M | +4.3% | -1.8% | +6.1% | +4.6% |
| 6M | -27.7% | -3.9% | -23.8% | -27.4% |
| YTD | -35.8% | -3.9% | -31.9% | -36.1% |
| 1Y | -34.1% | -4.7% | -29.4% | -34.0% |
| All | -34.1% | -4.8% | -29.3% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 1y: compounded portfolio wealth divided by compounded VCLT 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…
1y analysis · Full analysis span regression · 6 months rolling