+12.8%
VG vs ROP
-21.5%
+34.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.6% | +3.2% | +0.7% |
| 7D | +1.7% | -4.4% | +6.1% | +3.1% |
| 30D | +16.0% | +3.2% | +12.8% | +14.7% |
| 3M | +9.7% | +23.1% | -13.3% | -0.1% |
| 6M | +29.6% | +13.3% | +16.3% | +24.2% |
| YTD | +112.0% | -7.9% | +119.9% | +125.7% |
| 1Y | +12.8% | -22.1% | +34.9% | +31.5% |
| All | +12.8% | -21.5% | +34.3% | +31.5% |
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