-90.5%
ROOT vs VT
+112.4%
-202.9%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.0% | -4.1% | -14.9% | -11.2% |
| 7D | -13.9% | -4.2% | -9.7% | -5.2% |
| 30D | -1.9% | -5.8% | +3.9% | +11.3% |
| 3M | -23.2% | -5.2% | -18.0% | -14.2% |
| 6M | -15.7% | +0.1% | -15.8% | -16.1% |
| YTD | -35.9% | +8.2% | -44.2% | -45.0% |
| 1Y | -47.9% | +10.1% | -58.0% | -56.3% |
| 3Y | +365.6% | +69.7% | +295.9% | +64.7% |
| 5Y | -47.5% | +53.4% | -100.9% | -76.2% |
| All | -90.5% | +112.4% | -202.9% | -96.7% |
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