+294.5%
VTI vs ROL
+210.1%
+84.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -2.0% | -3.2% | +1.2% | -1.0% |
| 30D | -1.9% | -6.6% | +4.7% | +0.2% |
| 3M | +4.5% | -27.3% | +31.8% | +15.4% |
| 6M | +12.6% | -38.1% | +50.7% | +30.9% |
| YTD | +12.0% | -41.8% | +53.8% | +32.4% |
| 1Y | +17.3% | -37.8% | +55.1% | +35.0% |
| 3Y | +75.3% | -0.3% | +75.7% | +66.6% |
| 5Y | +74.0% | -5.1% | +79.1% | +64.2% |
| All | +294.5% | +210.1% | +84.4% | +145.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 10y: compounded portfolio wealth divided by compounded ROL 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…
10y analysis · Full analysis span regression · 6 months rolling