+77.7%
VUG vs ROL
+3.8%
+73.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.1% |
| 7D | -3.4% | +9.5% | -12.9% | -4.2% |
| 30D | -11.1% | +22.9% | -34.0% | -12.9% |
| 3M | -7.2% | +3.5% | -10.8% | -7.3% |
| 6M | -4.1% | -29.4% | +25.2% | +1.1% |
| YTD | +1.4% | -36.1% | +37.4% | +8.4% |
| 1Y | +1.9% | -34.4% | +36.3% | +8.3% |
| 3Y | +77.7% | +4.0% | +73.7% | +64.3% |
| All | +77.7% | +3.8% | +73.9% | +64.3% |
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 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