+291.5%
ROIV vs VLTO
+54.8%
+236.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.5% | +5.7% | +6.0% |
| 7D | +5.3% | +5.4% | -0.1% | +3.8% |
| 30D | +11.9% | +22.3% | -10.4% | +5.2% |
| 3M | +10.7% | +19.6% | -8.9% | +4.7% |
| 6M | +34.9% | +35.2% | -0.2% | +21.2% |
| YTD | +79.2% | +17.9% | +61.3% | +69.7% |
| 1Y | +89.0% | +19.5% | +69.5% | +77.6% |
| 3Y | +337.3% | +73.9% | +263.4% | +267.4% |
| All | +291.5% | +54.8% | +236.7% | +222.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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