+250.4%
ROIV vs VMC
+52.7%
+197.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +20.5% |
| 6M | +18.3% | -10.8% | +29.1% | +22.2% |
| YTD | +61.0% | -7.4% | +68.4% | +63.0% |
| 1Y | +177.9% | -9.5% | +187.4% | +183.2% |
| 3Y | +199.1% | +20.5% | +178.6% | +167.5% |
| All | +250.4% | +52.7% | +197.7% | +180.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling