+2,267.4%
VGT vs ROL
+2,124.8%
+142.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +1.0% | -1.4% | +2.4% | +1.5% |
| 30D | +1.3% | -4.1% | +5.4% | +2.8% |
| 3M | -1.1% | -22.5% | +21.4% | +8.1% |
| 6M | +32.6% | -37.7% | +70.3% | +57.3% |
| YTD | +29.0% | -39.6% | +68.6% | +54.2% |
| 1Y | +39.7% | -36.0% | +75.7% | +62.1% |
| 3Y | +120.9% | -5.1% | +126.1% | +114.0% |
| 5Y | +133.6% | -3.4% | +136.9% | +119.5% |
| 10Y | +792.6% | +215.2% | +577.3% | +403.9% |
| All | +2,267.4% | +2,124.8% | +142.6% | +541.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling