+227.8%
VST vs ROIV
+290.8%
-63.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -4.2% | -1.9% | -5.0% |
| 7D | -19.9% | -2.4% | -17.5% | -19.5% |
| 30D | -29.7% | +3.1% | -32.7% | -30.6% |
| 3M | -19.6% | +5.8% | -25.4% | -22.0% |
| 6M | -29.4% | +29.3% | -58.7% | -36.4% |
| YTD | -29.7% | +68.8% | -98.5% | -42.9% |
| 1Y | -40.0% | +81.0% | -121.1% | -52.8% |
| All | +227.8% | +290.8% | -63.0% | +88.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling