+53.7%
VEA vs ROL
+13.5%
+40.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.5% |
| 7D | +1.8% | -1.7% | +3.5% | +2.1% |
| 30D | -0.9% | +18.5% | -19.4% | -3.7% |
| 3M | -5.0% | +4.3% | -9.4% | -5.8% |
| 6M | 0.0% | -27.7% | +27.7% | +6.1% |
| YTD | +12.2% | -35.8% | +48.0% | +21.6% |
| 1Y | +14.7% | -34.1% | +48.8% | +23.6% |
| 3Y | +73.2% | +2.9% | +70.3% | +66.9% |
| 5Y | +53.7% | +12.7% | +41.0% | +40.6% |
| All | +53.7% | +13.5% | +40.2% | +40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling