+213.1%
ROL vs VT
+217.6%
-4.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.4% | -0.5% |
| 7D | +2.9% | -0.1% | +3.0% | +2.8% |
| 30D | +20.1% | -3.1% | +23.2% | +22.2% |
| 3M | +3.2% | -3.5% | +6.7% | +5.2% |
| 6M | -28.0% | +0.5% | -28.5% | -28.8% |
| YTD | -35.3% | +10.8% | -46.0% | -40.1% |
| 1Y | -33.6% | +11.9% | -45.5% | -39.0% |
| 3Y | +3.8% | +73.0% | -69.2% | -30.2% |
| 5Y | +14.4% | +58.6% | -44.2% | -18.6% |
| 10Y | +213.1% | +219.2% | -6.1% | +28.9% |
| All | +213.1% | +217.6% | -4.6% | +28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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