+161.1%
VEA vs ROL
+211.6%
-50.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.0% |
| 7D | -1.5% | -3.2% | +1.7% | -0.7% |
| 30D | -0.8% | -4.9% | +4.1% | +0.3% |
| 3M | +2.5% | -25.8% | +28.3% | +9.9% |
| 6M | +11.1% | -37.6% | +48.7% | +24.5% |
| YTD | +17.2% | -41.5% | +58.7% | +33.0% |
| 1Y | +24.5% | -39.5% | +64.0% | +39.7% |
| 3Y | +75.4% | +0.1% | +75.3% | +69.2% |
| 5Y | +61.1% | -4.6% | +65.7% | +54.4% |
| All | +161.1% | +211.6% | -50.6% | +78.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling