-44.6%
VG vs ROL
-17.7%
-26.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -0.6% |
| 7D | +14.0% | +3.0% | +11.0% | +14.4% |
| 30D | -1.0% | +19.8% | -20.8% | +0.7% |
| 3M | -2.7% | +7.9% | -10.6% | -1.3% |
| 6M | +1.5% | -25.6% | +27.1% | +2.7% |
| YTD | +93.7% | -34.1% | +127.9% | +98.7% |
| 1Y | +68.5% | -31.4% | +99.9% | +72.8% |
| All | -44.6% | -17.7% | -26.9% | -37.3% |
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