+367.1%
VT vs ROL
+1,578.2%
-1,211.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.8% | -1.0% | +0.6% |
| 7D | -0.3% | +14.6% | -14.9% | -5.5% |
| 30D | -1.4% | +29.3% | -30.7% | -11.2% |
| 3M | -1.4% | +2.0% | -3.4% | -2.8% |
| 6M | +5.5% | -28.5% | +34.0% | +18.8% |
| YTD | +12.8% | -35.3% | +48.2% | +31.6% |
| 1Y | +15.4% | -34.7% | +50.1% | +34.0% |
| 3Y | +76.9% | +4.9% | +72.0% | +64.8% |
| 5Y | +60.4% | +13.2% | +47.2% | +40.6% |
| 10Y | +232.8% | +223.3% | +9.5% | +66.2% |
| All | +367.1% | +1,578.2% | -1,211.1% | +4.1% |
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