+4.0%
ROL vs VT
+69.7%
-65.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.2% |
| 7D | +9.5% | -2.3% | +11.8% | +10.1% |
| 30D | +22.9% | -5.0% | +27.9% | +24.6% |
| 3M | +3.5% | -4.9% | +8.4% | +4.8% |
| 6M | -29.4% | -1.5% | -27.8% | -29.5% |
| YTD | -36.1% | +8.5% | -44.5% | -38.5% |
| 1Y | -34.4% | +11.4% | -45.7% | -37.5% |
| 3Y | +4.0% | +70.1% | -66.1% | -21.4% |
| All | +4.0% | +69.7% | -65.7% | -21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling