-60.3%
ROLR vs VT
+34.5%
-94.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.5% | -6.2% | -6.1% |
| 7D | -11.7% | -0.1% | -11.6% | -11.3% |
| 30D | -30.6% | -3.1% | -27.5% | -27.8% |
| 3M | -53.7% | -3.5% | -50.2% | -51.7% |
| 6M | -56.8% | +0.5% | -57.2% | -57.3% |
| YTD | +50.0% | +10.8% | +39.2% | +33.5% |
| 1Y | +17.9% | +11.9% | +6.0% | +3.8% |
| All | -60.3% | +34.5% | -94.9% | -67.0% |
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