+375.7%
ROIV vs VCLT
+15.4%
+360.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.3% | +4.3% | +4.4% |
| 7D | +13.3% | +1.2% | +12.1% | +12.1% |
| 30D | +14.8% | +3.4% | +11.4% | +11.5% |
| 3M | +11.9% | -0.9% | +12.8% | +12.9% |
| 6M | +42.4% | -3.1% | +45.5% | +46.5% |
| YTD | +87.4% | -2.4% | +89.8% | +91.8% |
| 1Y | +97.2% | -2.7% | +99.9% | +102.2% |
| 3Y | +375.7% | +16.9% | +358.8% | +325.7% |
| All | +375.7% | +15.4% | +360.3% | +325.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 3y: compounded portfolio wealth divided by compounded VCLT 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…
3y analysis · Full analysis span regression · 6 months rolling