+1,740.6%
VRT vs ROL
+69.1%
+1,671.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.1% | +5.6% | +4.1% |
| 7D | -21.4% | +9.5% | -30.8% | -23.6% |
| 30D | -25.8% | +22.9% | -48.7% | -30.8% |
| 3M | -33.5% | +3.5% | -37.1% | -34.7% |
| 6M | -49.0% | -29.4% | -19.6% | -43.5% |
| YTD | +12.9% | -36.1% | +49.0% | +29.6% |
| 1Y | 0.0% | -34.4% | +34.4% | +13.7% |
| 3Y | +361.8% | +4.0% | +357.8% | +322.4% |
| 5Y | +565.1% | +13.2% | +551.9% | +479.1% |
| All | +1,740.6% | +69.1% | +1,671.5% | +1,289.2% |
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 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