-50.2%
VG vs ROP
-10.2%
-40.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.0% | +3.4% | +2.7% |
| 7D | -8.3% | -1.6% | -6.7% | -8.0% |
| 30D | -10.3% | +29.5% | -39.9% | -19.5% |
| 3M | -10.8% | +17.5% | -28.3% | -16.8% |
| 6M | +3.5% | +38.1% | -34.6% | -12.1% |
| YTD | +74.0% | +7.0% | +67.0% | +74.5% |
| 1Y | +48.9% | +6.5% | +42.4% | +50.3% |
| All | -50.2% | -10.2% | -40.1% | -38.3% |
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