+15.5%
ROL vs VIG
+65.3%
-49.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.4% |
| 7D | +0.8% | -0.3% | +1.1% | +0.9% |
| 30D | +20.6% | +4.9% | +15.7% | +16.4% |
| 3M | +4.5% | +2.9% | +1.6% | +2.3% |
| 6M | -26.5% | +11.2% | -37.7% | -32.1% |
| YTD | -34.8% | +16.0% | -50.8% | -41.6% |
| 1Y | -33.2% | +17.0% | -50.1% | -40.5% |
| 3Y | +4.5% | +66.9% | -62.4% | -30.1% |
| 5Y | +15.5% | +65.8% | -50.3% | -21.6% |
| All | +15.5% | +65.3% | -49.7% | -21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 5y: compounded portfolio wealth divided by compounded VIG 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…
5y analysis · Full analysis span regression · 6 months rolling