+1,181.0%
VUG vs ROP
+2,125.5%
-944.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -1.0% |
| 7D | -1.2% | +0.2% | -1.4% | -1.4% |
| 30D | -8.9% | +30.3% | -39.2% | -20.8% |
| 3M | -5.9% | +17.8% | -23.7% | -14.3% |
| 6M | -3.3% | +38.9% | -42.2% | -20.1% |
| YTD | +3.4% | +7.6% | -4.2% | -3.6% |
| 1Y | +1.9% | +6.5% | -4.6% | -4.6% |
| 3Y | +76.9% | -6.3% | +83.2% | +75.6% |
| 5Y | +63.9% | +0.9% | +62.9% | +56.2% |
| 10Y | +396.2% | +180.7% | +215.5% | +176.3% |
| All | +1,181.0% | +2,125.5% | -944.5% | +181.9% |
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 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