+11.1%
VRSK vs ROIV
+276.5%
-265.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.8% |
| 7D | +1.6% | +1.7% | -0.1% | +1.5% |
| 30D | +15.1% | +17.6% | -2.5% | +14.6% |
| 3M | +12.1% | +9.0% | +3.1% | +11.7% |
| 6M | +29.4% | +35.3% | -5.9% | +28.0% |
| YTD | -6.4% | +82.2% | -88.5% | -8.6% |
| 1Y | -3.6% | +92.3% | -95.8% | -6.1% |
| 3Y | -10.9% | +336.8% | -347.7% | -16.7% |
| 5Y | -0.5% | +370.6% | -371.1% | -11.5% |
| All | +11.1% | +276.5% | -265.4% | +2.4% |
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