+336.8%
ROIV vs VCLT
+14.4%
+322.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.7% | -0.8% |
| 7D | +1.7% | -2.3% | +3.9% | +3.8% |
| 30D | +17.6% | +0.8% | +16.8% | +16.9% |
| 3M | +9.0% | -2.7% | +11.6% | +11.7% |
| 6M | +35.3% | -4.3% | +39.6% | +40.9% |
| YTD | +82.2% | -4.3% | +86.5% | +89.8% |
| 1Y | +92.3% | -4.4% | +96.6% | +100.3% |
| 3Y | +336.8% | +13.8% | +323.0% | +294.7% |
| All | +336.8% | +14.4% | +322.4% | +294.7% |
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