+78.5%
VTV vs ROL
+5.9%
+72.6%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -0.2% |
| 7D | +2.9% | +3.0% | -0.1% | +2.5% |
| 30D | +3.8% | +19.8% | -16.0% | +0.9% |
| 3M | +1.6% | +7.9% | -6.3% | +0.3% |
| 6M | +11.2% | -25.6% | +36.8% | +17.0% |
| YTD | +22.0% | -34.1% | +56.1% | +31.0% |
| 1Y | +24.9% | -31.4% | +56.3% | +32.9% |
| 3Y | +78.5% | +4.7% | +73.8% | +74.0% |
| All | +78.5% | +5.9% | +72.6% | +74.0% |
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