+280.1%
ROIV vs VMC
+102.9%
+177.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.0% |
| 7D | +1.7% | -1.3% | +2.9% | +2.1% |
| 30D | +17.6% | +15.5% | +2.1% | +12.3% |
| 3M | +9.0% | +0.6% | +8.4% | +8.5% |
| 6M | +35.3% | +2.1% | +33.2% | +33.1% |
| YTD | +82.2% | -1.6% | +83.7% | +80.6% |
| 1Y | +92.3% | -1.2% | +93.4% | +90.3% |
| 3Y | +336.8% | +35.3% | +301.5% | +286.0% |
| 5Y | +370.6% | +43.6% | +327.0% | +283.3% |
| All | +280.1% | +102.9% | +177.2% | +204.5% |
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