+77.0%
VSH vs ROIV
+232.7%
-155.7%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.5% | +2.9% | +4.2% |
| 7D | +4.1% | +0.6% | +3.4% | +4.0% |
| 30D | -4.2% | +1.0% | -5.1% | -4.3% |
| 3M | -50.0% | +18.3% | -68.3% | -50.9% |
| 6M | +80.2% | +18.3% | +61.9% | +76.2% |
| YTD | +121.1% | +61.0% | +60.1% | +107.5% |
| 1Y | +112.0% | +177.9% | -65.9% | +85.8% |
| 3Y | +22.5% | +199.1% | -176.5% | +5.2% |
| 5Y | +64.0% | +250.7% | -186.7% | +33.4% |
| All | +77.0% | +232.7% | -155.7% | +47.4% |
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 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