+78.6%
VEA vs ROIV
+276.5%
-197.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.1% |
| 7D | +2.3% | +1.7% | +0.6% | +2.1% |
| 30D | +0.2% | +17.6% | -17.4% | -1.0% |
| 3M | -5.3% | +9.0% | -14.3% | -6.2% |
| 6M | -0.9% | +35.3% | -36.2% | -3.5% |
| YTD | +12.2% | +82.2% | -70.0% | +6.9% |
| 1Y | +16.1% | +92.3% | -76.2% | +10.1% |
| 3Y | +73.0% | +336.8% | -263.8% | +54.8% |
| 5Y | +53.7% | +370.6% | -316.9% | +29.5% |
| All | +78.6% | +276.5% | -197.9% | +52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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