+105.5%
VGT vs ROIV
+433.0%
-327.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.6% | -1.4% | +2.6% |
| 7D | -1.6% | +13.3% | -14.9% | -3.2% |
| 30D | -12.5% | +14.8% | -27.3% | -14.1% |
| 3M | -7.7% | +11.9% | -19.6% | -9.3% |
| 6M | -0.2% | +42.4% | -42.6% | -5.1% |
| YTD | +19.3% | +87.4% | -68.2% | +9.2% |
| 1Y | +18.2% | +97.2% | -79.1% | +7.4% |
| 3Y | +109.6% | +375.7% | -266.0% | +71.1% |
| 5Y | +105.5% | +379.0% | -273.5% | +48.0% |
| All | +105.5% | +433.0% | -327.5% | +48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling