+316.5%
ROIV vs VSXY
+21.5%
+295.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | +3.9% | +14.9% | +18.4% |
| 7D | +20.2% | -6.8% | +26.9% | +20.9% |
| 30D | +14.1% | -20.4% | +34.5% | +16.6% |
| 3M | +45.6% | +2.9% | +42.7% | +44.7% |
| 6M | +44.1% | +67.9% | -23.8% | +33.7% |
| YTD | +91.2% | +44.9% | +46.3% | +79.8% |
| 1Y | +221.3% | +205.9% | +15.4% | +174.4% |
| 3Y | +229.2% | +373.9% | -144.6% | +152.6% |
| 5Y | +316.5% | +23.5% | +293.0% | +303.3% |
| All | +316.5% | +21.5% | +295.0% | +303.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling