+409.7%
VUG vs ROL
+203.4%
+206.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.2% | +0.5% |
| 7D | +0.9% | -3.4% | +4.3% | +2.1% |
| 30D | -1.4% | -6.9% | +5.5% | +1.0% |
| 3M | +2.3% | -24.6% | +26.9% | +12.3% |
| 6M | +15.7% | -39.5% | +55.2% | +37.0% |
| YTD | +8.6% | -41.1% | +49.7% | +29.3% |
| 1Y | +14.1% | -37.9% | +52.0% | +32.5% |
| 3Y | +87.9% | +0.8% | +87.1% | +76.2% |
| 5Y | +76.3% | -4.7% | +81.0% | +64.6% |
| 10Y | +409.7% | +207.9% | +201.8% | +212.4% |
| All | +409.7% | +203.4% | +206.3% | +212.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling