+411.6%
ROIV vs VMC
+42.5%
+369.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.0% | +7.1% | +6.5% |
| 7D | +5.3% | +0.5% | +4.8% | +5.1% |
| 30D | +11.9% | +15.8% | -3.9% | +5.7% |
| 3M | +10.7% | +0.6% | +10.1% | +10.1% |
| 6M | +34.9% | -4.0% | +38.9% | +35.7% |
| YTD | +79.2% | -0.3% | +79.5% | +76.0% |
| 1Y | +89.0% | -0.5% | +89.5% | +85.8% |
| 3Y | +337.3% | +39.6% | +297.8% | +263.7% |
| All | +411.6% | +42.5% | +369.1% | +258.6% |
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