+3.8%
VUG vs ROP
+8.8%
-5.0%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.2% |
| 7D | +4.4% | -2.7% | +7.1% | +4.3% |
| 30D | -7.3% | +29.7% | -37.1% | -6.6% |
| 3M | -4.2% | +21.2% | -25.5% | -3.4% |
| 6M | -1.6% | +48.3% | -49.8% | -1.6% |
| YTD | +4.9% | +8.4% | -3.5% | +8.9% |
| 1Y | +3.8% | +6.0% | -2.2% | +9.5% |
| All | +3.8% | +8.8% | -5.0% | +9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling