+199.0%
VLO vs ROIV
+314.9%
-115.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.2% | -7.5% | -1.6% |
| 7D | -13.3% | +5.3% | -18.7% | -13.5% |
| 30D | -18.3% | +11.9% | -30.2% | -18.8% |
| 3M | +14.3% | +10.7% | +3.6% | +13.5% |
| 6M | +47.6% | +34.9% | +12.7% | +44.0% |
| YTD | +116.0% | +79.2% | +36.8% | +101.0% |
| 1Y | +101.0% | +89.0% | +12.0% | +85.0% |
| 3Y | +199.0% | +337.3% | -138.3% | +127.3% |
| All | +199.0% | +314.9% | -115.9% | +127.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling