+86.8%
VEA vs ROIV
+298.2%
-211.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -0.9% |
| 7D | +0.3% | +22.3% | -22.0% | -1.3% |
| 30D | +0.4% | +16.9% | -16.4% | -0.9% |
| 3M | +4.8% | +43.9% | -39.1% | +1.8% |
| 6M | +11.3% | +41.6% | -30.3% | +8.1% |
| YTD | +17.4% | +92.7% | -75.3% | +11.4% |
| 1Y | +26.2% | +210.2% | -184.0% | +15.8% |
| 3Y | +77.7% | +231.8% | -154.1% | +60.8% |
| 5Y | +60.9% | +319.8% | -258.9% | +36.4% |
| All | +86.8% | +298.2% | -211.3% | +58.9% |
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