+322.3%
ROIV vs VSXY
+37.7%
+284.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.5% | +4.3% | +1.1% |
| 7D | +22.3% | -10.7% | +33.0% | +23.5% |
| 30D | +16.9% | -24.3% | +41.1% | +19.8% |
| 3M | +43.9% | +1.0% | +42.9% | +43.4% |
| 6M | +41.6% | +57.4% | -15.8% | +32.9% |
| YTD | +92.7% | +39.8% | +52.9% | +82.6% |
| 1Y | +210.2% | +196.5% | +13.7% | +168.9% |
| 3Y | +231.8% | +357.2% | -125.4% | +162.3% |
| 5Y | +319.8% | +18.9% | +300.9% | +265.0% |
| All | +322.3% | +37.7% | +284.7% | +267.0% |
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