+246.5%
ROIV vs VT
+92.2%
+154.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -1.4% | -1.6% | +0.2% | +0.2% |
| 30D | +0.9% | -2.5% | +3.4% | +3.4% |
| 3M | +8.2% | -1.3% | +9.5% | +9.4% |
| 6M | +29.5% | +3.1% | +26.4% | +25.4% |
| YTD | +66.1% | +10.9% | +55.1% | +50.0% |
| 1Y | +83.9% | +12.1% | +71.8% | +64.3% |
| 3Y | +288.4% | +73.9% | +214.5% | +127.9% |
| 5Y | +353.9% | +58.0% | +295.9% | +163.2% |
| All | +246.5% | +92.2% | +154.4% | +91.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling