+298.8%
ROIV vs VMC
+87.8%
+211.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -1.6% | +20.4% | +19.3% |
| 7D | +20.2% | -0.5% | +20.7% | +20.2% |
| 30D | +14.1% | -9.1% | +23.2% | +17.5% |
| 3M | +45.6% | -4.1% | +49.7% | +46.2% |
| 6M | +44.1% | -5.5% | +49.7% | +45.1% |
| YTD | +91.2% | -8.9% | +100.1% | +94.4% |
| 1Y | +221.3% | -12.9% | +234.2% | +231.2% |
| 3Y | +229.2% | +22.1% | +207.1% | +200.3% |
| 5Y | +316.5% | +52.7% | +263.7% | +247.2% |
| All | +298.8% | +87.8% | +211.1% | +227.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling