+226.2%
ROUS vs VT
+209.4%
+16.8%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.1% | +0.5% | -0.1% |
| 7D | -3.8% | -4.2% | +0.4% | -0.3% |
| 30D | -1.9% | -5.8% | +3.9% | +3.1% |
| 3M | -2.2% | -5.2% | +3.0% | +2.2% |
| 6M | +4.7% | +0.1% | +4.6% | +4.3% |
| YTD | +16.1% | +8.2% | +7.8% | +8.1% |
| 1Y | +17.0% | +10.1% | +6.9% | +7.5% |
| 3Y | +71.0% | +69.7% | +1.3% | +8.9% |
| 5Y | +69.1% | +53.4% | +15.7% | +16.6% |
| 10Y | +238.2% | +219.2% | +19.0% | +41.2% |
| All | +226.2% | +209.4% | +16.8% | +36.1% |
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