-2.0%
ROL vs VTEB
+1.2%
-3.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.1% |
| 7D | -3.2% | -0.9% | -2.2% | -2.2% |
| 30D | -4.9% | -2.5% | -2.4% | -2.3% |
| 3M | -25.8% | -3.0% | -22.9% | -23.4% |
| 6M | -37.6% | -2.1% | -35.4% | -36.1% |
| YTD | -41.5% | -1.5% | -40.0% | -40.6% |
| 1Y | -39.5% | +0.2% | -39.6% | -39.7% |
| 3Y | +0.1% | +8.6% | -8.4% | -9.8% |
| All | -2.0% | +1.2% | -3.2% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 5y: compounded portfolio wealth divided by compounded VTEB 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…
5y analysis · Full analysis span regression · 6 months rolling