-51.4%
VG vs ROP
-6.7%
-44.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -3.9% |
| 7D | -22.0% | +9.2% | -31.2% | -24.6% |
| 30D | -14.7% | +35.5% | -50.2% | -24.5% |
| 3M | -7.1% | +24.4% | -31.5% | -15.0% |
| 6M | -11.2% | +38.0% | -49.2% | -23.4% |
| YTD | +69.8% | +11.1% | +58.7% | +68.5% |
| 1Y | +49.9% | +10.9% | +39.0% | +49.3% |
| All | -51.4% | -6.7% | -44.7% | -40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling