+219.8%
VT vs ROP
+189.6%
+30.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +3.0% |
| 7D | +0.4% | -1.6% | +2.0% | +1.0% |
| 30D | -2.6% | +29.5% | -32.1% | -13.4% |
| 3M | -3.2% | +17.5% | -20.8% | -10.5% |
| 6M | +0.9% | +38.1% | -37.1% | -14.3% |
| YTD | +11.3% | +7.0% | +4.3% | +6.1% |
| 1Y | +14.0% | +6.5% | +7.5% | +8.9% |
| 3Y | +75.8% | -5.5% | +81.3% | +76.1% |
| 5Y | +57.8% | -0.4% | +58.2% | +51.7% |
| 10Y | +219.8% | +183.6% | +36.2% | +89.2% |
| All | +219.8% | +189.6% | +30.2% | +89.2% |
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