+67.8%
VTV vs ROL
-1.5%
+69.3%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.1% |
| 7D | -0.7% | -3.3% | +2.6% | -0.1% |
| 30D | -0.5% | -7.2% | +6.7% | +0.7% |
| 3M | +5.3% | -27.0% | +32.3% | +10.8% |
| 6M | +12.9% | -39.5% | +52.4% | +23.0% |
| YTD | +18.5% | -41.8% | +60.3% | +29.8% |
| 1Y | +25.3% | -38.9% | +64.1% | +35.7% |
| All | +67.8% | -1.5% | +69.3% | +66.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling