+225.1%
ROUS vs VT
+210.1%
+15.0%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.6% | -0.5% |
| 7D | -3.1% | -2.3% | -0.8% | -1.2% |
| 30D | -1.9% | -5.0% | +3.0% | +2.3% |
| 3M | -2.3% | -4.9% | +2.6% | +1.8% |
| 6M | +3.6% | -1.5% | +5.2% | +4.7% |
| YTD | +15.7% | +8.5% | +7.2% | +7.6% |
| 1Y | +17.6% | +11.4% | +6.2% | +6.9% |
| 3Y | +70.6% | +70.1% | +0.5% | +8.4% |
| 5Y | +68.5% | +53.7% | +14.8% | +16.0% |
| 10Y | +237.1% | +220.0% | +17.1% | +40.5% |
| All | +225.1% | +210.1% | +15.0% | +35.4% |
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