+32.4%
VNQ vs ROIV
+253.6%
-221.2%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +18.8% | -18.8% | -2.1% |
| 7D | -0.4% | +20.2% | -20.5% | -2.5% |
| 30D | -2.5% | +14.1% | -16.7% | -4.1% |
| 3M | +1.4% | +45.6% | -44.2% | -3.4% |
| 6M | +4.6% | +44.1% | -39.6% | -0.5% |
| YTD | +10.5% | +91.2% | -80.6% | +1.1% |
| 1Y | +8.4% | +221.3% | -212.9% | -8.4% |
| 3Y | +32.4% | +229.2% | -196.8% | +5.9% |
| All | +32.4% | +253.6% | -221.2% | +5.9% |
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