+2,826.7%
VRT vs ROL
+55.8%
+2,770.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.5% | +6.2% | +4.5% |
| 7D | +13.6% | -3.4% | +17.0% | +14.9% |
| 30D | +6.8% | -6.9% | +13.7% | +9.1% |
| 3M | -3.2% | -24.6% | +21.4% | +5.3% |
| 6M | +20.3% | -39.5% | +59.9% | +41.6% |
| YTD | +79.6% | -41.1% | +120.7% | +112.8% |
| 1Y | +139.0% | -37.9% | +176.9% | +175.9% |
| 3Y | +644.6% | +0.8% | +643.8% | +586.1% |
| 5Y | +1,024.4% | -4.7% | +1,029.0% | +934.3% |
| All | +2,826.7% | +55.8% | +2,770.9% | +2,180.9% |
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 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