+202.4%
VLO vs ROIV
+200.3%
+2.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.1% |
| 7D | +5.2% | +0.6% | +4.6% | +5.2% |
| 30D | +22.6% | +1.0% | +21.6% | +22.4% |
| 3M | +43.8% | +18.3% | +25.5% | +41.9% |
| 6M | +65.7% | +18.3% | +47.4% | +63.5% |
| YTD | +131.1% | +61.0% | +70.1% | +119.5% |
| 1Y | +143.6% | +177.9% | -34.3% | +115.0% |
| All | +202.4% | +200.3% | +2.1% | +157.0% |
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 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