+1,252.6%
ROL vs VCLT
+98.6%
+1,153.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.6% |
| 7D | +3.0% | -2.3% | +5.2% | +3.1% |
| 30D | +19.8% | +0.8% | +19.0% | +19.7% |
| 3M | +7.9% | -2.7% | +10.6% | +8.1% |
| 6M | -25.6% | -4.3% | -21.4% | -25.5% |
| YTD | -34.1% | -4.3% | -29.8% | -34.0% |
| 1Y | -31.4% | -4.4% | -27.0% | -31.2% |
| 3Y | +4.7% | +13.8% | -9.1% | +4.4% |
| 5Y | +15.6% | -17.0% | +32.6% | +12.2% |
| 10Y | +220.6% | +20.9% | +199.7% | +257.6% |
| All | +1,252.6% | +98.6% | +1,153.9% | +1,952.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling