+302.0%
ROIV vs VMC
+81.6%
+220.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.3% | +4.1% | +1.8% |
| 7D | +22.3% | -5.3% | +27.6% | +24.3% |
| 30D | +16.9% | -12.3% | +29.1% | +21.6% |
| 3M | +43.9% | -10.3% | +54.2% | +47.8% |
| 6M | +41.6% | -8.6% | +50.1% | +44.0% |
| YTD | +92.7% | -11.9% | +104.6% | +97.9% |
| 1Y | +210.2% | -13.9% | +224.1% | +220.6% |
| 3Y | +231.8% | +18.2% | +213.7% | +205.8% |
| 5Y | +319.8% | +47.7% | +272.0% | +253.5% |
| All | +302.0% | +81.6% | +220.4% | +233.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded VMC 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling