+167.3%
VGT vs ROIV
+292.3%
-125.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.5% |
| 7D | -4.1% | +14.3% | -18.4% | -5.6% |
| 30D | -13.6% | +16.2% | -29.9% | -15.2% |
| 3M | -8.0% | +15.1% | -23.1% | -9.8% |
| 6M | -1.5% | +44.2% | -45.7% | -6.1% |
| YTD | +17.7% | +89.8% | -72.1% | +8.4% |
| 1Y | +13.8% | +94.6% | -80.8% | +4.5% |
| 3Y | +101.6% | +367.5% | -266.0% | +67.8% |
| 5Y | +106.7% | +421.4% | -314.7% | +55.9% |
| All | +167.3% | +292.3% | -125.0% | +115.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling