+823.1%
VRT vs ROIV
+270.3%
+552.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.2% | -2.7% | +2.1% |
| 7D | -21.4% | +5.3% | -26.7% | -22.3% |
| 30D | -25.8% | +11.9% | -37.7% | -27.7% |
| 3M | -33.5% | +10.7% | -44.2% | -35.3% |
| 6M | -49.0% | +34.9% | -83.9% | -52.6% |
| YTD | +12.9% | +79.2% | -66.2% | -1.4% |
| 1Y | 0.0% | +89.0% | -89.0% | -13.9% |
| 3Y | +361.8% | +337.3% | +24.5% | +236.6% |
| 5Y | +565.1% | +402.3% | +162.8% | +306.4% |
| All | +823.1% | +270.3% | +552.8% | +499.3% |
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