+7.2%
VNQ vs ROIV
+310.6%
-303.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.7% |
| 7D | -2.6% | +19.0% | -21.6% | -3.9% |
| 30D | -2.3% | +16.1% | -18.5% | -3.5% |
| 3M | -2.8% | +44.1% | -46.9% | -5.5% |
| 6M | +2.5% | +37.8% | -35.3% | -0.2% |
| YTD | +8.4% | +88.7% | -80.2% | +3.1% |
| 1Y | +6.8% | +197.3% | -190.5% | -1.9% |
| 3Y | +29.9% | +224.9% | -195.0% | +17.4% |
| 5Y | +7.2% | +311.0% | -303.8% | -10.8% |
| All | +7.2% | +310.6% | -303.4% | -10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling