+396.3%
VUG vs ROL
+222.1%
+174.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.1% | +0.7% | +2.1% |
| 7D | +0.5% | +7.5% | -7.0% | -1.9% |
| 30D | -8.2% | +21.1% | -29.3% | -14.1% |
| 3M | -5.4% | +3.1% | -8.6% | -6.9% |
| 6M | -2.5% | -27.4% | +24.9% | +8.0% |
| YTD | +4.2% | -34.7% | +38.9% | +19.4% |
| 1Y | +5.0% | -32.9% | +38.0% | +19.0% |
| 3Y | +81.7% | +6.1% | +75.6% | +67.8% |
| 5Y | +62.5% | +16.3% | +46.2% | +40.5% |
| 10Y | +396.3% | +214.9% | +181.5% | +190.9% |
| All | +396.3% | +222.1% | +174.2% | +190.9% |
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