+1,917.9%
VRT vs ROL
+72.7%
+1,845.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.1% | +7.5% | +9.0% |
| 7D | -10.6% | +7.5% | -18.1% | -12.6% |
| 30D | -17.4% | +21.1% | -38.6% | -22.5% |
| 3M | -26.4% | +3.1% | -29.5% | -27.5% |
| 6M | -41.0% | -27.4% | -13.6% | -35.1% |
| YTD | +23.8% | -34.7% | +58.5% | +41.3% |
| 1Y | +11.6% | -32.9% | +44.6% | +26.1% |
| 3Y | +403.5% | +6.1% | +397.4% | +358.0% |
| 5Y | +647.0% | +16.3% | +630.7% | +545.6% |
| All | +1,917.9% | +72.7% | +1,845.2% | +1,414.6% |
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