+27.9%
VTV vs ROL
-34.1%
+62.0%
-6.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.8% | -1.3% | +1.3% |
| 7D | +1.8% | +14.6% | -12.8% | +0.6% |
| 30D | +6.0% | +29.3% | -23.3% | +3.8% |
| 3M | +3.7% | +2.0% | +1.7% | +3.4% |
| 6M | +13.9% | -28.5% | +42.5% | +18.5% |
| YTD | +22.8% | -35.3% | +58.1% | +28.4% |
| 1Y | +27.9% | -34.7% | +62.6% | +32.9% |
| All | +27.9% | -34.1% | +62.0% | +32.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling