+310.8%
ROIV vs VSXY
+106.4%
+204.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.1% | -0.5% | +4.1% |
| 7D | +13.3% | +15.2% | -1.9% | +11.8% |
| 30D | +14.8% | +37.0% | -22.2% | +11.3% |
| 3M | +11.9% | +15.2% | -3.3% | +10.1% |
| 6M | +42.4% | +136.3% | -93.9% | +28.7% |
| YTD | +87.4% | +109.6% | -22.1% | +70.6% |
| 1Y | +97.2% | +223.7% | -126.5% | +70.6% |
| 3Y | +375.7% | +516.3% | -140.6% | +266.8% |
| 5Y | +379.0% | +125.1% | +253.9% | +300.2% |
| All | +310.8% | +106.4% | +204.4% | +243.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling