+5.5%
VT vs ROP
+38.3%
-32.8%
-4.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.9% | -2.2% | +2.1% |
| 7D | -0.3% | +11.7% | -12.0% | +0.9% |
| 30D | -1.4% | +35.5% | -36.9% | +1.7% |
| 3M | -1.4% | +25.3% | -26.7% | +1.2% |
| 6M | +5.5% | +38.9% | -33.4% | +9.9% |
| All | +5.5% | +38.3% | -32.8% | +9.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling