+348.0%
VT vs ROP
+733.1%
-385.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -3.9% |
| 7D | -4.2% | +9.2% | -13.4% | -8.6% |
| 30D | -5.8% | +35.5% | -41.3% | -20.3% |
| 3M | -5.2% | +24.4% | -29.7% | -16.5% |
| 6M | +0.1% | +38.0% | -37.9% | -17.8% |
| YTD | +8.2% | +11.1% | -2.8% | -1.0% |
| 1Y | +10.1% | +10.9% | -0.8% | +0.7% |
| 3Y | +69.7% | -0.5% | +70.1% | +62.3% |
| 5Y | +53.4% | +4.5% | +48.9% | +40.8% |
| 10Y | +219.2% | +207.5% | +11.8% | +47.9% |
| All | +348.0% | +733.1% | -385.1% | -0.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling