+1,238.3%
ROL vs VCLT
+102.1%
+1,136.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | +0.8% | -0.6% | +1.3% | +0.8% |
| 30D | +20.6% | +2.8% | +17.8% | +20.4% |
| 3M | +4.5% | -0.4% | +4.9% | +4.5% |
| 6M | -26.5% | -3.1% | -23.4% | -26.4% |
| YTD | -34.8% | -2.7% | -32.2% | -34.8% |
| 1Y | -33.2% | -3.7% | -29.5% | -33.1% |
| 3Y | +4.5% | +15.6% | -11.1% | +4.1% |
| 5Y | +15.5% | -15.8% | +31.3% | +12.0% |
| 10Y | +217.2% | +23.0% | +194.2% | +253.4% |
| All | +1,238.3% | +102.1% | +1,136.2% | +1,928.6% |
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