+298.8%
ROIV vs VIG
+92.5%
+206.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -0.8% | +19.5% | +19.5% |
| 7D | +20.2% | -0.4% | +20.6% | +20.5% |
| 30D | +14.1% | -2.1% | +16.2% | +16.4% |
| 3M | +45.6% | +3.3% | +42.3% | +40.8% |
| 6M | +44.1% | +9.3% | +34.8% | +32.1% |
| YTD | +91.2% | +10.1% | +81.0% | +74.4% |
| 1Y | +221.3% | +14.7% | +206.6% | +182.3% |
| 3Y | +229.2% | +56.9% | +172.3% | +119.5% |
| 5Y | +316.5% | +62.9% | +253.5% | +160.0% |
| All | +298.8% | +92.5% | +206.3% | +140.1% |
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