+180.7%
ROP vs VSH
+117.5%
+63.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.4% |
| 7D | +0.2% | -1.6% | +1.8% | 0.0% |
| 30D | +30.3% | -21.3% | +51.6% | +34.0% |
| 3M | +17.8% | -18.9% | +36.7% | +19.7% |
| 6M | +38.9% | -21.4% | +60.3% | +34.7% |
| YTD | +7.6% | +86.8% | -79.2% | -17.5% |
| 1Y | +6.5% | +85.8% | -79.3% | -18.5% |
| 3Y | -6.3% | +30.1% | -36.4% | -25.0% |
| 5Y | +0.9% | +42.8% | -41.9% | -23.8% |
| 10Y | +180.7% | +121.2% | +59.5% | +74.1% |
| All | +180.7% | +117.5% | +63.3% | +74.1% |
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