+1,583.3%
ROL vs VEU
+176.7%
+1,406.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.5% |
| 7D | +0.8% | -0.5% | +1.3% | +1.0% |
| 30D | +20.6% | -1.0% | +21.6% | +21.1% |
| 3M | +4.5% | -3.6% | +8.1% | +6.5% |
| 6M | -26.5% | -1.2% | -25.4% | -26.8% |
| YTD | -34.8% | +12.0% | -46.8% | -40.5% |
| 1Y | -33.2% | +13.9% | -47.1% | -39.7% |
| 3Y | +4.5% | +71.3% | -66.8% | -28.9% |
| 5Y | +15.5% | +50.3% | -34.8% | -15.2% |
| 10Y | +217.2% | +150.3% | +66.9% | +60.7% |
| All | +1,583.3% | +176.7% | +1,406.6% | +667.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling