+135.7%
ROP vs VSH
+172.7%
-37.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.5% |
| 7D | -6.1% | +3.5% | -9.6% | -6.8% |
| 30D | -3.4% | -4.4% | +1.0% | -2.8% |
| 3M | +16.7% | -45.8% | +62.5% | +28.4% |
| 6M | +8.1% | +90.1% | -82.1% | -14.1% |
| YTD | -11.7% | +120.3% | -132.0% | -33.1% |
| 1Y | -24.2% | +112.2% | -136.5% | -42.6% |
| 3Y | -19.0% | +36.6% | -55.6% | -33.5% |
| 5Y | -15.9% | +67.0% | -82.9% | -37.1% |
| 10Y | +135.7% | +179.5% | -43.8% | +32.5% |
| All | +135.7% | +172.7% | -37.0% | +32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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