+66.6%
VT vs ROP
-13.6%
+80.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.6% | +3.5% | +1.2% |
| 7D | +0.4% | -4.4% | +4.9% | +2.0% |
| 30D | +1.0% | +3.2% | -2.3% | -0.2% |
| 3M | +2.4% | +23.1% | -20.7% | -5.9% |
| 6M | +12.0% | +13.3% | -1.3% | +6.0% |
| YTD | +15.3% | -7.9% | +23.2% | +19.5% |
| 1Y | +22.6% | -22.1% | +44.6% | +37.7% |
| 3Y | +74.7% | -16.8% | +91.5% | +87.0% |
| All | +66.6% | -13.6% | +80.2% | +66.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling