+170.8%
ROP vs VTEB
+26.0%
+144.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.1% |
| 7D | -6.1% | -0.7% | -5.4% | -5.8% |
| 30D | -3.4% | -2.1% | -1.3% | -2.3% |
| 3M | +16.7% | -2.7% | +19.3% | +18.3% |
| 6M | +8.1% | -2.1% | +10.2% | +9.3% |
| YTD | -11.7% | -1.1% | -10.6% | -11.2% |
| 1Y | -24.2% | +1.3% | -25.6% | -24.7% |
| 3Y | -19.0% | +9.0% | -28.0% | -22.5% |
| 5Y | -15.9% | +1.5% | -17.4% | -17.6% |
| 10Y | +135.7% | +18.5% | +117.2% | +170.3% |
| All | +170.8% | +26.0% | +144.8% | +257.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling