+232.5%
ROUS vs VT
+229.7%
+2.8%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -0.1% | +0.4% | -0.6% | -0.5% |
| 30D | -0.3% | +1.0% | -1.3% | -1.2% |
| 3M | +1.5% | +2.4% | -0.9% | -0.6% |
| 6M | +11.4% | +12.0% | -0.6% | +1.0% |
| YTD | +18.3% | +15.3% | +3.0% | +4.6% |
| 1Y | +22.5% | +22.6% | 0.0% | +2.9% |
| 3Y | +69.4% | +74.7% | -5.3% | +5.4% |
| 5Y | +75.5% | +66.1% | +9.3% | +13.2% |
| 10Y | +231.6% | +225.0% | +6.6% | +33.7% |
| All | +232.5% | +229.7% | +2.8% | +31.7% |
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