+29.3%
VEA vs ROL
-35.4%
+64.7%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.4% |
| 7D | +1.0% | -1.4% | +2.4% | +1.0% |
| 30D | +1.9% | -4.1% | +6.0% | +2.0% |
| 3M | +3.2% | -22.5% | +25.7% | +3.6% |
| 6M | +10.2% | -37.7% | +47.9% | +12.2% |
| YTD | +18.9% | -39.6% | +58.5% | +21.4% |
| 1Y | +29.3% | -36.0% | +65.4% | +32.6% |
| All | +29.3% | -35.4% | +64.7% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 1y: compounded portfolio wealth divided by compounded ROL 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…
1y analysis · Full analysis span regression · 6 months rolling