+905.2%
VRT vs ROL
-3.8%
+909.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.4% | +3.9% | +4.2% |
| 7D | +9.1% | -1.4% | +10.6% | +9.6% |
| 30D | +0.9% | -4.1% | +5.0% | +2.2% |
| 3M | -13.4% | -22.5% | +9.1% | -6.4% |
| 6M | +11.7% | -37.7% | +49.3% | +31.7% |
| YTD | +73.2% | -39.6% | +112.8% | +106.4% |
| 1Y | +123.4% | -36.0% | +159.4% | +157.8% |
| 3Y | +606.2% | -5.1% | +611.3% | +533.4% |
| All | +905.2% | -3.8% | +909.0% | +640.7% |
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