+212.7%
ROL vs VSH
+124.9%
+87.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.6% | +3.2% | -1.0% |
| 7D | -1.7% | +26.2% | -27.9% | -4.2% |
| 30D | +18.5% | -12.5% | +31.0% | +19.5% |
| 3M | +4.3% | -16.9% | +21.3% | +5.3% |
| 6M | -27.7% | -17.0% | -10.8% | -29.5% |
| YTD | -35.8% | +93.8% | -129.6% | -45.9% |
| 1Y | -34.1% | +99.3% | -133.4% | -44.8% |
| 3Y | +2.9% | +35.0% | -32.1% | -11.0% |
| 5Y | +12.7% | +45.8% | -33.1% | -6.4% |
| All | +212.7% | +124.9% | +87.9% | +121.5% |
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