+172.5%
VEA vs ROP
+629.5%
-456.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.4% | +1.1% |
| 7D | +1.9% | -5.4% | +7.3% | +4.7% |
| 30D | +0.8% | -1.6% | +2.4% | +1.4% |
| 3M | +5.7% | +18.8% | -13.2% | -4.8% |
| 6M | +13.3% | +8.2% | +5.1% | +6.5% |
| YTD | +18.4% | -10.5% | +28.9% | +22.0% |
| 1Y | +27.0% | -23.7% | +50.7% | +42.3% |
| 3Y | +79.3% | -17.9% | +97.1% | +89.9% |
| 5Y | +62.1% | -15.3% | +77.5% | +65.9% |
| 10Y | +160.3% | +133.4% | +26.9% | +37.5% |
| All | +172.5% | +629.5% | -456.9% | -36.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling