+135.2%
VGT vs ROL
-6.0%
+141.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | +0.1% |
| 7D | +1.5% | -3.3% | +4.8% | +2.2% |
| 30D | +0.5% | -7.2% | +7.8% | +2.0% |
| 3M | +5.3% | -27.0% | +32.2% | +12.2% |
| 6M | +32.4% | -39.5% | +71.9% | +47.7% |
| YTD | +28.6% | -41.8% | +70.4% | +44.4% |
| 1Y | +37.6% | -38.9% | +76.5% | +51.9% |
| 3Y | +125.5% | -0.4% | +125.9% | +109.2% |
| 5Y | +135.2% | -4.2% | +139.4% | +104.4% |
| All | +135.2% | -6.0% | +141.2% | +104.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling