+29.3%
VEA vs ROP
-21.5%
+50.8%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.6% | +4.0% | +0.2% |
| 7D | +1.0% | -4.4% | +5.4% | +0.6% |
| 30D | +1.9% | +3.2% | -1.3% | +2.2% |
| 3M | +3.2% | +23.1% | -19.8% | +4.6% |
| 6M | +10.2% | +13.3% | -3.1% | +11.6% |
| YTD | +18.9% | -7.9% | +26.7% | +20.8% |
| 1Y | +29.3% | -22.1% | +51.4% | +32.9% |
| All | +29.3% | -21.5% | +50.8% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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