+297.8%
VTI vs ROP
+135.6%
+162.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -0.9% | -4.6% | +3.7% | +1.4% |
| 30D | -1.4% | -1.7% | +0.3% | -0.8% |
| 3M | +3.6% | +17.1% | -13.5% | -5.5% |
| 6M | +13.6% | +10.9% | +2.7% | +6.0% |
| YTD | +12.9% | -12.1% | +25.0% | +18.5% |
| 1Y | +17.2% | -24.2% | +41.5% | +33.2% |
| 3Y | +75.7% | -20.4% | +96.1% | +92.1% |
| 5Y | +75.4% | -15.4% | +90.8% | +82.9% |
| All | +297.8% | +135.6% | +162.1% | +148.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling