+217.2%
ROL vs VSH
+141.4%
+75.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.8% | -8.6% | -0.8% |
| 7D | +0.8% | +12.8% | -12.0% | -0.8% |
| 30D | +20.6% | -9.0% | +29.6% | +21.1% |
| 3M | +4.5% | -12.2% | +16.7% | +4.9% |
| 6M | -26.5% | -15.9% | -10.6% | -28.3% |
| YTD | -34.8% | +103.2% | -138.1% | -45.4% |
| 1Y | -33.2% | +108.4% | -141.6% | -44.3% |
| 3Y | +4.5% | +41.6% | -37.1% | -10.1% |
| 5Y | +15.5% | +54.6% | -39.0% | -4.8% |
| 10Y | +217.2% | +138.2% | +79.1% | +124.5% |
| All | +217.2% | +141.4% | +75.8% | +124.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 10y: compounded portfolio wealth divided by compounded VSH 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…
10y analysis · Full analysis span regression · 6 months rolling