-2.0%
ROL vs VTRS
+47.1%
-49.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.4% |
| 7D | -3.2% | -2.2% | -1.0% | -2.9% |
| 30D | -4.9% | +3.3% | -8.2% | -5.2% |
| 3M | -25.8% | +2.0% | -27.8% | -26.0% |
| 6M | -37.6% | +19.9% | -57.5% | -38.7% |
| YTD | -41.5% | +35.7% | -77.2% | -43.2% |
| 1Y | -39.5% | +68.1% | -107.6% | -42.4% |
| 3Y | +0.1% | +87.1% | -87.0% | -7.2% |
| All | -2.0% | +47.1% | -49.1% | -11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling