+1,250.4%
VUG vs ROP
+1,805.6%
-555.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.1% | +1.3% |
| 7D | -0.1% | -4.4% | +4.3% | +2.2% |
| 30D | -0.3% | +3.2% | -3.5% | -2.0% |
| 3M | -0.7% | +23.1% | -23.7% | -11.7% |
| 6M | +14.6% | +13.3% | +1.3% | +5.6% |
| YTD | +9.0% | -7.9% | +16.9% | +11.0% |
| 1Y | +14.9% | -22.1% | +36.9% | +27.1% |
| 3Y | +86.0% | -16.8% | +102.8% | +97.9% |
| 5Y | +76.7% | -13.5% | +90.2% | +83.7% |
| 10Y | +411.3% | +137.7% | +273.6% | +212.3% |
| All | +1,250.4% | +1,805.6% | -555.1% | +224.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling