+674.1%
VLO vs ROIV
+280.9%
+393.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.4% | +7.5% | +3.2% |
| 7D | +6.8% | +9.2% | -2.4% | +6.4% |
| 30D | -17.9% | +19.9% | -37.8% | -18.4% |
| 3M | +13.5% | +10.6% | +3.0% | +13.0% |
| 6M | +53.0% | +36.1% | +17.0% | +50.8% |
| YTD | +133.7% | +84.3% | +49.5% | +126.3% |
| 1Y | +115.7% | +87.6% | +28.1% | +108.5% |
| 3Y | +231.9% | +353.9% | -122.0% | +206.3% |
| 5Y | +471.6% | +376.1% | +95.5% | +399.6% |
| All | +674.1% | +280.9% | +393.2% | +556.5% |
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