+222.8%
ROL vs VT
+214.8%
+8.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.1% | +5.1% | +3.5% |
| 7D | +11.7% | -4.2% | +15.9% | +14.6% |
| 30D | +27.7% | -5.8% | +33.5% | +32.2% |
| 3M | +3.7% | -5.2% | +8.9% | +6.8% |
| 6M | -27.8% | +0.1% | -27.9% | -28.5% |
| YTD | -34.7% | +8.2% | -42.9% | -38.7% |
| 1Y | -34.1% | +10.1% | -44.2% | -38.8% |
| 3Y | +5.9% | +69.7% | -63.8% | -28.0% |
| 5Y | +15.6% | +53.4% | -37.7% | -15.9% |
| All | +222.8% | +214.8% | +8.0% | +34.1% |
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