+2,010.2%
VRT vs ROP
+70.3%
+1,939.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +18.6% | -2.7% | +21.3% | +19.9% |
| 30D | -11.7% | +29.7% | -41.4% | -22.7% |
| 3M | -27.3% | +21.2% | -48.5% | -34.6% |
| 6M | -42.9% | +48.3% | -91.1% | -55.2% |
| YTD | +29.5% | +8.4% | +21.1% | +20.2% |
| 1Y | +21.0% | +6.0% | +15.1% | +14.1% |
| 3Y | +403.1% | -5.6% | +408.7% | +410.9% |
| 5Y | +688.8% | +1.3% | +687.5% | +662.9% |
| All | +2,010.2% | +70.3% | +1,939.8% | +1,521.5% |
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