-49.4%
VG vs ROL
-18.7%
-30.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.7% |
| 7D | -7.7% | +3.4% | -11.1% | -7.3% |
| 30D | -8.8% | +20.8% | -29.6% | -7.4% |
| 3M | -15.6% | +3.7% | -19.4% | -14.7% |
| 6M | +5.2% | -27.7% | +32.9% | +6.2% |
| YTD | +76.9% | -34.9% | +111.8% | +81.2% |
| 1Y | +42.5% | -33.3% | +75.8% | +46.0% |
| All | -49.4% | -18.7% | -30.7% | -42.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling