-20.4%
ROP vs VTEB
+8.6%
-28.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.3% |
| 7D | -4.6% | -0.9% | -3.7% | -4.0% |
| 30D | -1.7% | -2.5% | +0.8% | +0.1% |
| 3M | +17.1% | -3.0% | +20.0% | +19.7% |
| 6M | +10.9% | -2.1% | +13.0% | +12.6% |
| YTD | -12.1% | -1.5% | -10.6% | -11.2% |
| 1Y | -24.2% | +0.2% | -24.4% | -24.4% |
| 3Y | -20.4% | +8.6% | -28.9% | -26.2% |
| All | -20.4% | +8.6% | -28.9% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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