+42.1%
VNQ vs ROIV
+280.9%
-238.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.4% | +3.8% | -0.3% |
| 7D | +0.2% | +9.2% | -9.0% | -0.4% |
| 30D | +5.8% | +19.9% | -14.1% | +4.4% |
| 3M | 0.0% | +10.6% | -10.6% | -1.0% |
| 6M | +1.5% | +36.1% | -34.6% | -1.1% |
| YTD | +12.1% | +84.3% | -72.2% | +6.6% |
| 1Y | +10.6% | +87.6% | -77.0% | +4.9% |
| 3Y | +43.5% | +353.9% | -310.4% | +27.7% |
| 5Y | +6.8% | +376.1% | -369.2% | -10.6% |
| All | +42.1% | +280.9% | -238.7% | +21.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling