+291.1%
ROIV vs VIG
+100.6%
+190.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.4% | +2.2% | +2.2% |
| 7D | +13.3% | +0.4% | +12.9% | +13.0% |
| 30D | +14.8% | +4.3% | +10.5% | +10.4% |
| 3M | +11.9% | +2.0% | +9.9% | +9.7% |
| 6M | +42.4% | +10.2% | +32.2% | +29.5% |
| YTD | +87.4% | +14.8% | +72.6% | +64.5% |
| 1Y | +97.2% | +17.5% | +79.8% | +69.4% |
| 3Y | +375.7% | +67.4% | +308.3% | +199.4% |
| 5Y | +379.0% | +63.4% | +315.7% | +187.3% |
| All | +291.1% | +100.6% | +190.4% | +126.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling