+224.6%
VT vs ROP
+183.0%
+41.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.5% | +0.9% |
| 7D | -0.7% | -2.9% | +2.3% | +0.5% |
| 30D | -1.7% | +30.1% | -31.8% | -12.8% |
| 3M | -2.3% | +19.9% | -22.2% | -10.4% |
| 6M | +1.5% | +46.0% | -44.5% | -16.0% |
| YTD | +12.0% | +8.4% | +3.7% | +6.3% |
| 1Y | +12.9% | +8.8% | +4.1% | +6.7% |
| 3Y | +74.9% | -5.6% | +80.6% | +75.6% |
| 5Y | +59.9% | +3.0% | +56.9% | +51.2% |
| 10Y | +224.6% | +184.0% | +40.6% | +89.7% |
| All | +224.6% | +183.0% | +41.6% | +89.7% |
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