+197.3%
ROIV vs VMC
+21.0%
+176.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.2% |
| 7D | +0.6% | -4.3% | +5.0% | +2.3% |
| 30D | +1.0% | -8.2% | +9.2% | +4.1% |
| 3M | +18.3% | -7.0% | +25.3% | +20.4% |
| 6M | +18.3% | -10.8% | +29.1% | +22.2% |
| YTD | +61.0% | -7.4% | +68.4% | +62.5% |
| 1Y | +177.9% | -9.5% | +187.4% | +182.2% |
| All | +197.3% | +21.0% | +176.2% | +152.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling