+6.8%
VRT vs ROL
-32.4%
+39.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.1% | +7.5% | +10.1% |
| 7D | -10.6% | +7.5% | -18.1% | -9.1% |
| 30D | -17.4% | +21.1% | -38.6% | -14.0% |
| 3M | -26.4% | +3.1% | -29.5% | -24.2% |
| 6M | -41.0% | -27.4% | -13.6% | -36.1% |
| YTD | +23.8% | -34.7% | +58.5% | +41.5% |
| All | +6.8% | -32.4% | +39.2% | +19.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling