+74.0%
VTI vs ROP
-16.6%
+90.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.2% | -0.4% |
| 7D | -2.0% | -8.0% | +6.0% | +1.3% |
| 30D | -1.9% | -2.7% | +0.8% | -1.0% |
| 3M | +4.5% | +16.6% | -12.1% | -3.1% |
| 6M | +12.6% | +10.4% | +2.2% | +6.5% |
| YTD | +12.0% | -12.1% | +24.1% | +18.6% |
| 1Y | +17.3% | -23.6% | +41.0% | +34.1% |
| 3Y | +75.3% | -19.3% | +94.7% | +91.1% |
| 5Y | +74.0% | -15.4% | +89.4% | +75.9% |
| All | +74.0% | -16.6% | +90.6% | +75.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling