+789.2%
VGT vs ROL
+210.1%
+579.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.1% |
| 7D | -1.0% | -3.2% | +2.2% | +0.1% |
| 30D | -0.4% | -6.6% | +6.2% | +1.9% |
| 3M | +6.6% | -27.3% | +33.9% | +18.8% |
| 6M | +31.0% | -38.1% | +69.1% | +54.6% |
| YTD | +27.2% | -41.8% | +69.0% | +53.0% |
| 1Y | +34.5% | -37.8% | +72.3% | +56.4% |
| 3Y | +123.1% | -0.3% | +123.5% | +106.9% |
| 5Y | +135.1% | -5.1% | +140.2% | +116.1% |
| All | +789.2% | +210.1% | +579.1% | +421.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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