+284.5%
ROIV vs VMC
+104.0%
+180.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.5% | -3.0% | -4.0% |
| 7D | +9.2% | -1.7% | +10.9% | +9.8% |
| 30D | +19.9% | +15.3% | +4.7% | +14.6% |
| 3M | +10.6% | +0.3% | +10.3% | +10.2% |
| 6M | +36.1% | +0.9% | +35.2% | +34.4% |
| YTD | +84.3% | -1.0% | +85.3% | +82.4% |
| 1Y | +87.6% | -4.3% | +91.9% | +87.8% |
| 3Y | +353.9% | +35.3% | +318.6% | +301.0% |
| 5Y | +376.1% | +44.4% | +331.7% | +287.1% |
| All | +284.5% | +104.0% | +180.5% | +207.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling