+420.5%
VUG vs ROP
+132.1%
+288.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | +0.2% |
| 7D | +0.1% | -6.1% | +6.2% | +3.4% |
| 30D | -1.7% | -3.4% | +1.7% | -0.1% |
| 3M | +2.8% | +16.7% | -13.9% | -6.8% |
| 6M | +13.6% | +8.1% | +5.5% | +6.9% |
| YTD | +8.1% | -11.7% | +19.8% | +13.4% |
| 1Y | +13.1% | -24.2% | +37.3% | +29.6% |
| 3Y | +87.0% | -19.0% | +105.9% | +103.8% |
| 5Y | +76.0% | -15.9% | +91.8% | +85.8% |
| 10Y | +420.5% | +135.7% | +284.8% | +227.5% |
| All | +420.5% | +132.1% | +288.3% | +227.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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