+38.7%
VNQ vs ROIV
+298.2%
-259.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.1% |
| 7D | -0.9% | +22.3% | -23.2% | -2.4% |
| 30D | -2.2% | +16.9% | -19.1% | -3.4% |
| 3M | -1.9% | +43.9% | -45.9% | -4.7% |
| 6M | +3.2% | +41.6% | -38.3% | +0.3% |
| YTD | +9.4% | +92.7% | -83.3% | +3.8% |
| 1Y | +7.5% | +210.2% | -202.6% | -1.6% |
| 3Y | +31.1% | +231.8% | -200.8% | +18.2% |
| 5Y | +6.6% | +319.8% | -313.2% | -9.3% |
| All | +38.7% | +298.2% | -259.5% | +18.5% |
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 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