+348.0%
VT vs ROL
+1,594.8%
-1,246.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.0% | -5.1% | -4.5% |
| 7D | -4.2% | +11.7% | -15.9% | -8.3% |
| 30D | -5.8% | +27.7% | -33.5% | -14.7% |
| 3M | -5.2% | +3.7% | -8.9% | -7.2% |
| 6M | +0.1% | -27.8% | +27.9% | +12.3% |
| YTD | +8.2% | -34.7% | +42.9% | +25.8% |
| 1Y | +10.1% | -34.1% | +44.2% | +27.4% |
| 3Y | +69.7% | +5.9% | +63.8% | +57.5% |
| 5Y | +53.4% | +15.6% | +37.7% | +33.2% |
| 10Y | +219.2% | +226.5% | -7.3% | +58.8% |
| All | +348.0% | +1,594.8% | -1,246.8% | -0.6% |
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