+75.2%
VSH vs ROIV
+295.0%
-219.9%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +18.8% | -19.8% | -3.5% |
| 7D | +6.2% | +20.2% | -14.0% | +3.4% |
| 30D | -11.1% | +14.1% | -25.3% | -12.9% |
| 3M | -44.9% | +45.6% | -90.5% | -47.5% |
| 6M | +90.0% | +44.1% | +45.8% | +80.6% |
| YTD | +118.8% | +91.2% | +27.6% | +100.3% |
| 1Y | +109.0% | +221.3% | -112.3% | +79.3% |
| 3Y | +35.6% | +229.2% | -193.6% | +14.3% |
| 5Y | +66.7% | +316.5% | -249.8% | +32.3% |
| All | +75.2% | +295.0% | -219.9% | +42.3% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling