+792.1%
VRT vs ROIV
+248.8%
+543.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -4.2% | -9.8% | -13.1% |
| 7D | -28.1% | -2.4% | -25.7% | -27.8% |
| 30D | -30.2% | +3.1% | -33.3% | -30.7% |
| 3M | -36.4% | +5.8% | -42.2% | -37.5% |
| 6M | -48.2% | +29.3% | -77.5% | -51.4% |
| YTD | +9.2% | +68.8% | -59.6% | -3.5% |
| 1Y | -7.2% | +81.0% | -88.3% | -19.4% |
| 3Y | +338.7% | +294.6% | +44.1% | +226.1% |
| 5Y | +542.8% | +373.1% | +169.7% | +297.9% |
| All | +792.1% | +248.8% | +543.3% | +486.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling