+123.8%
ROMA vs VT
+62.9%
+60.9%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -2.4% |
| 7D | -7.3% | -0.3% | -7.0% | -7.0% |
| 30D | -26.3% | -1.4% | -24.8% | -25.2% |
| 3M | -30.4% | -1.4% | -29.0% | -29.3% |
| 6M | -8.1% | +5.5% | -13.5% | -13.1% |
| YTD | +284.0% | +12.8% | +271.2% | +247.2% |
| 1Y | +127.7% | +15.4% | +112.3% | +101.3% |
| All | +123.8% | +62.9% | +60.9% | -44.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling