+16.1%
VEA vs ROL
-31.8%
+47.9%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.5% | 0.0% |
| 7D | +2.3% | +3.0% | -0.7% | +2.3% |
| 30D | +0.2% | +19.8% | -19.6% | +0.3% |
| 3M | -5.3% | +7.9% | -13.2% | -5.1% |
| 6M | -0.9% | -25.6% | +24.7% | +1.3% |
| YTD | +12.2% | -34.1% | +46.4% | +15.8% |
| 1Y | +16.1% | -31.4% | +47.5% | +19.3% |
| All | +16.1% | -31.8% | +47.9% | +19.3% |
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