+641.1%
VST vs ROIV
+270.3%
+370.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +6.2% | +4.4% | +9.9% |
| 7D | -9.8% | +5.3% | -15.1% | -10.4% |
| 30D | -25.1% | +11.9% | -37.0% | -26.1% |
| 3M | -11.6% | +10.7% | -22.3% | -12.9% |
| 6M | -20.9% | +34.9% | -55.8% | -23.9% |
| YTD | -22.3% | +79.2% | -101.5% | -27.5% |
| 1Y | -32.0% | +89.0% | -121.0% | -36.9% |
| 3Y | +262.4% | +337.3% | -75.0% | +211.4% |
| 5Y | +563.4% | +402.3% | +161.0% | +425.5% |
| All | +641.1% | +270.3% | +370.8% | +489.6% |
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