+377.4%
VT vs ROL
+1,468.0%
-1,090.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.2% |
| 7D | +0.4% | -1.4% | +1.9% | +1.0% |
| 30D | +1.0% | -4.1% | +5.1% | +2.6% |
| 3M | +2.4% | -22.5% | +24.9% | +12.5% |
| 6M | +12.0% | -37.7% | +49.7% | +33.9% |
| YTD | +15.3% | -39.6% | +54.9% | +39.0% |
| 1Y | +22.6% | -36.0% | +58.6% | +43.5% |
| 3Y | +74.7% | -5.1% | +79.8% | +69.7% |
| 5Y | +66.1% | -3.4% | +69.5% | +55.6% |
| 10Y | +225.0% | +215.2% | +9.8% | +64.0% |
| All | +377.4% | +1,468.0% | -1,090.5% | +9.9% |
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