+69.7%
VT vs ROP
-0.9%
+70.5%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -4.0% |
| 7D | -4.2% | +9.2% | -13.4% | -5.6% |
| 30D | -5.8% | +35.5% | -41.3% | -10.8% |
| 3M | -5.2% | +24.4% | -29.7% | -8.9% |
| 6M | +0.1% | +38.0% | -37.9% | -6.1% |
| YTD | +8.2% | +11.1% | -2.8% | +9.4% |
| 1Y | +10.1% | +10.9% | -0.8% | +11.3% |
| All | +69.7% | -0.9% | +70.5% | +78.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling