-39.3%
VG vs ROP
-22.6%
-16.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.6% | +3.2% | +1.2% |
| 7D | +1.7% | -4.4% | +6.1% | +3.7% |
| 30D | +16.0% | +3.2% | +12.8% | +14.2% |
| 3M | +9.7% | +23.1% | -13.3% | -2.7% |
| 6M | +29.6% | +13.3% | +16.3% | +21.3% |
| YTD | +112.0% | -7.9% | +119.9% | +126.4% |
| 1Y | +12.8% | -22.1% | +34.9% | +36.8% |
| All | -39.3% | -22.6% | -16.7% | -20.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling