-44.1%
VG vs ROP
-9.0%
-35.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | 0.0% | +4.7% | +4.7% |
| 7D | +15.1% | -2.7% | +17.8% | +16.1% |
| 30D | -4.2% | +29.7% | -33.9% | -13.9% |
| 3M | -3.1% | +21.2% | -24.3% | -10.7% |
| 6M | +0.3% | +48.3% | -47.9% | -18.0% |
| YTD | +95.5% | +8.4% | +87.1% | +95.3% |
| 1Y | +64.4% | +6.0% | +58.4% | +67.3% |
| All | -44.1% | -9.0% | -35.1% | -31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling