+1,250.4%
VUG vs ROL
+2,124.8%
-874.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | -0.1% | -1.4% | +1.3% | +0.4% |
| 30D | -0.3% | -4.1% | +3.8% | +1.1% |
| 3M | -0.7% | -22.5% | +21.8% | +8.4% |
| 6M | +14.6% | -37.7% | +52.3% | +35.3% |
| YTD | +9.0% | -39.6% | +48.6% | +29.6% |
| 1Y | +14.9% | -36.0% | +50.9% | +32.9% |
| 3Y | +86.0% | -5.1% | +91.2% | +81.6% |
| 5Y | +76.7% | -3.4% | +80.1% | +67.7% |
| 10Y | +411.3% | +215.2% | +196.0% | +197.6% |
| All | +1,250.4% | +2,124.8% | -874.3% | +293.4% |
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 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