+213.7%
VT vs ROP
+195.2%
+18.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.2% | +1.5% |
| 7D | -2.3% | +2.1% | -4.5% | -3.3% |
| 30D | -5.0% | +32.9% | -37.9% | -16.4% |
| 3M | -4.9% | +20.0% | -24.9% | -12.8% |
| 6M | -1.5% | +36.4% | -38.0% | -15.9% |
| YTD | +8.5% | +7.8% | +0.7% | +3.1% |
| 1Y | +11.4% | +8.0% | +3.4% | +5.7% |
| 3Y | +70.1% | -3.5% | +73.6% | +68.6% |
| 5Y | +53.7% | +1.5% | +52.3% | +46.4% |
| All | +213.7% | +195.2% | +18.4% | +84.8% |
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