+235.9%
ROIV vs VCLT
-15.5%
+251.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.4% |
| 7D | +0.6% | -0.5% | +1.1% | +1.0% |
| 30D | +1.0% | -0.9% | +1.8% | +1.5% |
| 3M | +18.3% | -3.2% | +21.5% | +20.9% |
| 6M | +18.3% | -3.8% | +22.1% | +21.4% |
| YTD | +61.0% | -2.0% | +63.0% | +63.4% |
| 1Y | +177.9% | -0.8% | +178.7% | +179.8% |
| 3Y | +199.1% | +12.3% | +186.8% | +180.4% |
| 5Y | +250.7% | -15.4% | +266.1% | +242.8% |
| All | +235.9% | -15.5% | +251.4% | +235.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling