+66.6%
VT vs ROL
-3.8%
+70.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | +0.4% | -1.4% | +1.9% | +0.7% |
| 30D | +1.0% | -4.1% | +5.1% | +1.8% |
| 3M | +2.4% | -22.5% | +24.9% | +7.5% |
| 6M | +12.0% | -37.7% | +49.7% | +23.2% |
| YTD | +15.3% | -39.6% | +54.9% | +27.4% |
| 1Y | +22.6% | -36.0% | +58.6% | +33.3% |
| 3Y | +74.7% | -5.1% | +79.8% | +70.3% |
| All | +66.6% | -3.8% | +70.4% | +51.7% |
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