+273.8%
ROIV vs VT
+87.9%
+185.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.2% | +5.9% | +5.9% |
| 7D | +5.3% | -2.3% | +7.7% | +7.9% |
| 30D | +11.9% | -5.0% | +16.8% | +17.7% |
| 3M | +10.7% | -4.9% | +15.6% | +16.2% |
| 6M | +34.9% | -1.5% | +36.4% | +36.8% |
| YTD | +79.2% | +8.5% | +70.7% | +65.6% |
| 1Y | +89.0% | +11.4% | +77.6% | +70.2% |
| 3Y | +337.3% | +70.1% | +267.3% | +162.6% |
| 5Y | +402.3% | +53.7% | +348.6% | +198.2% |
| All | +273.8% | +87.9% | +185.9% | +111.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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