-0.4%
ROL vs VTRS
+83.1%
-83.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.1% |
| 7D | -3.2% | -3.3% | +0.1% | -2.9% |
| 30D | -6.6% | +1.4% | -8.0% | -6.8% |
| 3M | -27.3% | +4.6% | -31.9% | -27.6% |
| 6M | -38.1% | +18.1% | -56.2% | -39.1% |
| YTD | -41.8% | +34.7% | -76.4% | -43.2% |
| 1Y | -37.8% | +65.6% | -103.4% | -40.3% |
| All | -0.4% | +83.1% | -83.4% | -8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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