+611.3%
ROP vs VT
+374.2%
+237.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.5% | -3.6% |
| 7D | -4.4% | +0.4% | -4.9% | -4.8% |
| 30D | +3.2% | +1.0% | +2.3% | +2.3% |
| 3M | +23.1% | +2.4% | +20.7% | +19.4% |
| 6M | +13.3% | +12.0% | +1.3% | +0.3% |
| YTD | -7.9% | +15.3% | -23.2% | -20.8% |
| 1Y | -22.1% | +22.6% | -44.6% | -37.0% |
| 3Y | -16.8% | +74.7% | -91.5% | -52.5% |
| 5Y | -13.5% | +66.1% | -79.7% | -48.8% |
| 10Y | +137.7% | +225.0% | -87.3% | -27.6% |
| All | +611.3% | +374.2% | +237.1% | +37.6% |
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