+718.4%
VTV vs ROL
+2,068.3%
-1,349.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | +0.1% |
| 7D | +0.3% | -3.4% | +3.7% | +1.6% |
| 30D | +0.1% | -6.9% | +7.1% | +2.7% |
| 3M | +6.2% | -24.6% | +30.8% | +17.0% |
| 6M | +13.5% | -39.5% | +53.0% | +35.3% |
| YTD | +18.9% | -41.1% | +60.0% | +42.5% |
| 1Y | +25.8% | -37.9% | +63.7% | +47.3% |
| 3Y | +68.7% | +0.8% | +67.9% | +61.7% |
| 5Y | +80.3% | -4.7% | +85.0% | +72.2% |
| 10Y | +226.3% | +207.9% | +18.5% | +85.5% |
| All | +718.4% | +2,068.3% | -1,349.9% | +124.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling