-23.3%
ROP vs VCLT
-2.7%
-20.6%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | -6.1% | 0.0% | -6.1% | -6.1% |
| 30D | -3.4% | +0.1% | -3.5% | -3.4% |
| 3M | +16.7% | -2.9% | +19.6% | +16.8% |
| 6M | +8.1% | -4.0% | +12.0% | +8.2% |
| YTD | -11.7% | -2.2% | -9.4% | -11.8% |
| All | -23.3% | -2.7% | -20.6% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 1y: compounded portfolio wealth divided by compounded VCLT 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…
1y analysis · Full analysis span regression · 6 months rolling