-37.8%
ROL vs VEU
+22.8%
-60.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.3% | +0.1% |
| 7D | -3.2% | -1.9% | -1.3% | -3.2% |
| 30D | -6.6% | -0.7% | -5.9% | -6.6% |
| 3M | -27.3% | +4.9% | -32.2% | -27.5% |
| 6M | -38.1% | +9.8% | -47.9% | -39.2% |
| YTD | -41.8% | +15.3% | -57.1% | -42.3% |
| 1Y | -37.8% | +23.0% | -60.8% | -38.8% |
| All | -37.8% | +22.8% | -60.6% | -38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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