+303.9%
ROIV vs VSXY
+90.2%
+213.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.8% | +0.3% | -4.0% |
| 7D | +9.2% | -1.6% | +10.8% | +9.4% |
| 30D | +19.9% | +17.8% | +2.1% | +18.1% |
| 3M | +10.6% | +12.5% | -1.9% | +9.1% |
| 6M | +36.1% | +124.7% | -88.7% | +23.5% |
| YTD | +84.3% | +93.2% | -8.9% | +69.1% |
| 1Y | +87.6% | +195.6% | -108.1% | +63.7% |
| 3Y | +353.9% | +434.6% | -80.7% | +255.1% |
| 5Y | +376.1% | +103.3% | +272.7% | +301.3% |
| All | +303.9% | +90.2% | +213.7% | +240.0% |
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