+173.7%
VEA vs ROL
+1,448.6%
-1,274.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | +1.0% | -1.4% | +2.4% | +1.5% |
| 30D | +1.9% | -4.1% | +6.0% | +3.4% |
| 3M | +3.2% | -22.5% | +25.7% | +12.7% |
| 6M | +10.2% | -37.7% | +47.9% | +30.4% |
| YTD | +18.9% | -39.6% | +58.5% | +41.6% |
| 1Y | +29.3% | -36.0% | +65.4% | +50.0% |
| 3Y | +76.8% | -5.1% | +81.9% | +72.4% |
| 5Y | +61.2% | -3.4% | +64.6% | +51.7% |
| 10Y | +163.3% | +215.2% | -52.0% | +37.3% |
| All | +173.7% | +1,448.6% | -1,274.9% | -31.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling