+65.2%
VTI vs ROL
+13.5%
+51.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.0% | -0.1% |
| 7D | +3.4% | -1.7% | +5.0% | +3.7% |
| 30D | -2.3% | +18.5% | -20.8% | -6.0% |
| 3M | -2.2% | +4.3% | -6.5% | -3.2% |
| 6M | +3.3% | -27.7% | +31.0% | +11.4% |
| YTD | +12.1% | -35.8% | +47.9% | +24.3% |
| 1Y | +12.2% | -34.1% | +46.3% | +23.4% |
| 3Y | +78.0% | +2.9% | +75.1% | +68.1% |
| 5Y | +65.2% | +12.7% | +52.5% | +44.5% |
| All | +65.2% | +13.5% | +51.7% | +44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling