+216.0%
ROL vs VT
+215.5%
+0.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.2% |
| 7D | +9.5% | -2.3% | +11.8% | +11.0% |
| 30D | +22.9% | -5.0% | +27.9% | +26.6% |
| 3M | +3.5% | -4.9% | +8.4% | +6.4% |
| 6M | -29.4% | -1.5% | -27.8% | -29.3% |
| YTD | -36.1% | +8.5% | -44.5% | -40.0% |
| 1Y | -34.4% | +11.4% | -45.7% | -39.5% |
| 3Y | +4.0% | +70.1% | -66.1% | -29.4% |
| 5Y | +13.2% | +53.7% | -40.5% | -17.8% |
| All | +216.0% | +215.5% | +0.5% | +31.1% |
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