+223.0%
VT vs ROP
+137.6%
+85.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.6% | +3.5% | +1.6% |
| 7D | +0.4% | -4.4% | +4.9% | +2.5% |
| 30D | +1.0% | +3.2% | -2.3% | -0.6% |
| 3M | +2.4% | +23.1% | -20.7% | -7.9% |
| 6M | +12.0% | +13.3% | -1.3% | +4.2% |
| YTD | +15.3% | -7.9% | +23.2% | +18.0% |
| 1Y | +22.6% | -22.1% | +44.6% | +36.3% |
| 3Y | +74.7% | -16.8% | +91.5% | +85.6% |
| 5Y | +66.1% | -13.5% | +79.7% | +70.5% |
| All | +223.0% | +137.6% | +85.4% | +98.2% |
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