+1,155.8%
VUG vs ROL
+2,254.4%
-1,098.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.7% |
| 7D | -3.4% | +9.5% | -12.9% | -6.6% |
| 30D | -11.1% | +22.9% | -34.0% | -17.9% |
| 3M | -7.2% | +3.5% | -10.8% | -9.1% |
| 6M | -4.1% | -29.4% | +25.2% | +7.4% |
| YTD | +1.4% | -36.1% | +37.4% | +17.3% |
| 1Y | +1.9% | -34.4% | +36.3% | +16.6% |
| 3Y | +77.7% | +4.0% | +73.7% | +67.2% |
| 5Y | +57.6% | +13.2% | +44.4% | +40.6% |
| 10Y | +398.6% | +219.7% | +178.9% | +187.4% |
| All | +1,155.8% | +2,254.4% | -1,098.6% | +256.0% |
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