+407.5%
VUG vs ROL
+213.5%
+194.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.2% | +0.2% |
| 7D | +4.4% | -1.7% | +6.1% | +5.0% |
| 30D | -7.3% | +18.5% | -25.9% | -12.7% |
| 3M | -4.2% | +4.3% | -8.6% | -6.1% |
| 6M | -1.6% | -27.7% | +26.1% | +9.2% |
| YTD | +4.9% | -35.8% | +40.7% | +20.8% |
| 1Y | +3.8% | -34.1% | +37.9% | +18.3% |
| 3Y | +79.4% | +2.9% | +76.5% | +67.6% |
| 5Y | +63.9% | +12.7% | +51.2% | +43.4% |
| All | +407.5% | +213.5% | +194.0% | +202.7% |
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