-5.6%
ROP vs VCLT
+14.9%
-20.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.6% |
| 7D | -2.7% | -1.9% | -0.8% | -1.8% |
| 30D | +29.7% | +1.4% | +28.3% | +29.0% |
| 3M | +21.2% | -1.8% | +23.0% | +22.1% |
| 6M | +48.3% | -3.9% | +52.2% | +50.6% |
| YTD | +8.4% | -3.9% | +12.3% | +10.0% |
| 1Y | +6.0% | -4.7% | +10.7% | +8.0% |
| All | -5.6% | +14.9% | -20.5% | -10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling