+960.3%
VTI vs ROL
+4,605.2%
-3,644.9%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | +0.1% | -1.4% | +1.5% | +0.6% |
| 30D | 0.0% | -4.1% | +4.1% | +1.5% |
| 3M | +2.0% | -22.5% | +24.5% | +11.4% |
| 6M | +13.0% | -37.7% | +50.6% | +33.4% |
| YTD | +13.9% | -39.6% | +53.5% | +35.6% |
| 1Y | +20.0% | -36.0% | +56.0% | +39.0% |
| 3Y | +75.8% | -5.1% | +80.9% | +72.1% |
| 5Y | +73.8% | -3.4% | +77.2% | +65.4% |
| 10Y | +297.5% | +215.2% | +82.2% | +129.3% |
| All | +960.3% | +4,605.2% | -3,644.9% | +94.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling