+103.8%
VGT vs ROL
+5.9%
+97.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.6% | -4.2% | -1.7% |
| 7D | +2.5% | +3.0% | -0.5% | +2.4% |
| 30D | -9.5% | +19.8% | -29.3% | -9.9% |
| 3M | -9.5% | +7.9% | -17.4% | -9.4% |
| 6M | -1.8% | -25.6% | +23.9% | +1.7% |
| YTD | +18.4% | -34.1% | +52.5% | +24.6% |
| 1Y | +18.7% | -31.4% | +50.1% | +24.0% |
| 3Y | +103.8% | +4.7% | +99.1% | +90.1% |
| All | +103.8% | +5.9% | +97.9% | +90.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling