+1,155.8%
VUG vs ROP
+2,135.5%
-979.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.9% | +3.8% | +2.4% |
| 7D | -3.4% | +2.1% | -5.5% | -4.5% |
| 30D | -11.1% | +32.9% | -44.0% | -23.5% |
| 3M | -7.2% | +20.3% | -27.6% | -16.4% |
| 6M | -4.1% | +36.8% | -40.9% | -20.2% |
| YTD | +1.4% | +8.1% | -6.7% | -5.7% |
| 1Y | +1.9% | +8.3% | -6.4% | -5.4% |
| 3Y | +77.7% | -3.2% | +81.0% | +73.6% |
| 5Y | +57.6% | +1.7% | +55.9% | +49.6% |
| 10Y | +398.6% | +199.2% | +199.4% | +169.1% |
| All | +1,155.8% | +2,135.5% | -979.7% | +175.8% |
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