+53.4%
VT vs ROP
+3.7%
+49.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -4.0% |
| 7D | -4.2% | +9.2% | -13.4% | -6.8% |
| 30D | -5.8% | +35.5% | -41.3% | -14.8% |
| 3M | -5.2% | +24.4% | -29.7% | -12.0% |
| 6M | +0.1% | +38.0% | -37.9% | -11.1% |
| YTD | +8.2% | +11.1% | -2.8% | +5.5% |
| 1Y | +10.1% | +10.9% | -0.8% | +7.3% |
| 3Y | +69.7% | -0.5% | +70.1% | +71.5% |
| 5Y | +53.4% | +4.5% | +48.9% | +44.5% |
| All | +53.4% | +3.7% | +49.6% | +44.5% |
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