-46.6%
VG vs ROP
-9.0%
-37.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.7% | +4.8% | +5.3% |
| 7D | +5.5% | -2.9% | +8.4% | +6.5% |
| 30D | -3.6% | +30.1% | -33.6% | -13.5% |
| 3M | -4.0% | +19.9% | -23.9% | -11.1% |
| 6M | +9.4% | +46.0% | -36.6% | -9.8% |
| YTD | +86.6% | +8.4% | +78.3% | +86.5% |
| 1Y | +69.5% | +8.8% | +60.7% | +69.0% |
| All | -46.6% | -9.0% | -37.6% | -34.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling