+1,478.5%
ROL vs VT
+374.2%
+1,104.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -1.4% | +0.4% | -1.9% | -1.8% |
| 30D | -4.1% | +1.0% | -5.1% | -4.8% |
| 3M | -22.5% | +2.4% | -24.9% | -24.2% |
| 6M | -37.7% | +12.0% | -49.7% | -43.1% |
| YTD | -39.6% | +15.3% | -54.9% | -46.1% |
| 1Y | -36.0% | +22.6% | -58.6% | -45.6% |
| 3Y | -5.1% | +74.7% | -79.8% | -39.2% |
| 5Y | -3.4% | +66.1% | -69.5% | -36.4% |
| 10Y | +215.2% | +225.0% | -9.8% | +20.0% |
| All | +1,478.5% | +374.2% | +1,104.3% | +307.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling