+1,917.9%
VRT vs ROP
+68.1%
+1,849.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -1.0% | +10.7% | +10.1% |
| 7D | -10.6% | -1.6% | -9.0% | -10.3% |
| 30D | -17.4% | +29.5% | -47.0% | -27.8% |
| 3M | -26.4% | +17.5% | -43.9% | -32.9% |
| 6M | -41.0% | +38.1% | -79.1% | -52.0% |
| YTD | +23.8% | +7.0% | +16.8% | +15.6% |
| 1Y | +11.6% | +6.5% | +5.1% | +4.4% |
| 3Y | +403.5% | -5.5% | +409.0% | +409.1% |
| 5Y | +647.0% | -0.4% | +647.4% | +627.6% |
| All | +1,917.9% | +68.1% | +1,849.7% | +1,459.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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