+316.1%
ROIV vs VSXY
+101.4%
+214.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +1.5% |
| 7D | +14.3% | +10.2% | +4.1% | +13.3% |
| 30D | +16.2% | +33.6% | -17.4% | +13.0% |
| 3M | +15.1% | +10.8% | +4.3% | +13.6% |
| 6M | +44.2% | +130.5% | -86.3% | +30.6% |
| YTD | +89.8% | +104.4% | -14.6% | +73.2% |
| 1Y | +94.6% | +216.5% | -122.0% | +68.6% |
| 3Y | +367.5% | +465.9% | -98.4% | +263.7% |
| 5Y | +421.4% | +123.1% | +298.3% | +336.2% |
| All | +316.1% | +101.4% | +214.7% | +248.2% |
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