+252.8%
ROIV vs VSXY
+37.4%
+215.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.1% | +1.3% |
| 7D | +0.6% | -14.0% | +14.6% | +1.9% |
| 30D | +1.0% | -15.9% | +16.9% | +2.4% |
| 3M | +18.3% | +3.4% | +14.9% | +17.5% |
| 6M | +18.3% | +25.9% | -7.6% | +13.6% |
| YTD | +61.0% | +39.5% | +21.5% | +52.5% |
| 1Y | +177.9% | +194.4% | -16.5% | +141.0% |
| 3Y | +199.1% | +281.4% | -82.4% | +141.1% |
| 5Y | +250.7% | +12.8% | +237.9% | +204.9% |
| All | +252.8% | +37.4% | +215.4% | +206.6% |
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