+76.5%
VUG vs ROP
-13.6%
+90.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.1% | +1.2% |
| 7D | -0.1% | -4.4% | +4.3% | +2.0% |
| 30D | -0.3% | +3.2% | -3.5% | -1.9% |
| 3M | -0.7% | +23.1% | -23.7% | -11.6% |
| 6M | +14.6% | +13.3% | +1.3% | +6.2% |
| YTD | +9.0% | -7.9% | +16.9% | +14.0% |
| 1Y | +14.9% | -22.1% | +36.9% | +33.7% |
| 3Y | +86.0% | -16.8% | +102.8% | +102.8% |
| All | +76.5% | -13.6% | +90.1% | +75.6% |
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