+57.3%
VUG vs ROP
+1.4%
+56.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.9% | +3.8% | +2.1% |
| 7D | -3.4% | +2.1% | -5.5% | -4.3% |
| 30D | -11.1% | +32.9% | -44.0% | -22.0% |
| 3M | -7.2% | +20.3% | -27.6% | -15.0% |
| 6M | -4.1% | +36.8% | -40.9% | -18.7% |
| YTD | +1.4% | +8.1% | -6.7% | -1.6% |
| 1Y | +1.9% | +8.3% | -6.4% | -1.3% |
| 3Y | +77.7% | -3.2% | +81.0% | +81.1% |
| All | +57.3% | +1.4% | +56.0% | +46.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling