+299.3%
ROIV vs VSXY
+93.0%
+206.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.6% | -1.3% |
| 7D | +1.7% | -1.7% | +3.4% | +1.9% |
| 30D | +17.6% | +20.1% | -2.5% | +15.5% |
| 3M | +9.0% | +16.6% | -7.6% | +7.1% |
| 6M | +35.3% | +134.9% | -99.7% | +22.2% |
| YTD | +82.2% | +96.0% | -13.8% | +66.9% |
| 1Y | +92.3% | +203.8% | -111.5% | +67.3% |
| 3Y | +336.8% | +465.3% | -128.5% | +239.8% |
| 5Y | +370.6% | +106.3% | +264.3% | +296.1% |
| All | +299.3% | +93.0% | +206.3% | +235.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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