-51.4%
VG vs ROL
-20.1%
-31.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | -0.2% |
| 7D | -22.0% | +9.5% | -31.5% | -21.2% |
| 30D | -11.6% | +22.9% | -34.6% | -10.3% |
| 3M | -14.9% | +3.5% | -18.4% | -14.0% |
| 6M | -3.5% | -29.4% | +25.9% | -2.9% |
| YTD | +70.0% | -36.1% | +106.0% | +73.8% |
| 1Y | +50.0% | -34.4% | +84.3% | +53.3% |
| All | -51.4% | -20.1% | -31.3% | -45.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling