+1,141.1%
ROL vs VCLT
+103.4%
+1,037.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -1.4% | -0.5% | -0.9% | -1.4% |
| 30D | -4.1% | -0.9% | -3.2% | -4.0% |
| 3M | -22.5% | -3.2% | -19.3% | -22.4% |
| 6M | -37.7% | -3.8% | -33.8% | -37.5% |
| YTD | -39.6% | -2.0% | -37.6% | -39.5% |
| 1Y | -36.0% | -0.8% | -35.2% | -36.0% |
| 3Y | -5.1% | +12.3% | -17.4% | -5.6% |
| 5Y | -3.4% | -15.4% | +12.0% | -6.4% |
| 10Y | +215.2% | +15.7% | +199.5% | +239.1% |
| All | +1,141.1% | +103.4% | +1,037.7% | +1,780.6% |
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