+309.6%
ROIV vs VLTO
+56.1%
+253.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.8% | +3.8% | +4.4% |
| 7D | +13.3% | +2.0% | +11.3% | +12.7% |
| 30D | +14.8% | +21.8% | -7.0% | +8.1% |
| 3M | +11.9% | +20.2% | -8.3% | +5.7% |
| 6M | +42.4% | +36.3% | +6.1% | +27.7% |
| YTD | +87.4% | +18.8% | +68.6% | +77.1% |
| 1Y | +97.2% | +20.4% | +76.8% | +85.0% |
| 3Y | +375.7% | +71.9% | +303.8% | +298.9% |
| All | +309.6% | +56.1% | +253.4% | +237.0% |
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