+262.4%
VST vs ROIV
+314.9%
-52.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +6.2% | +4.4% | +8.8% |
| 7D | -9.8% | +5.3% | -15.1% | -11.3% |
| 30D | -25.1% | +11.9% | -37.0% | -27.8% |
| 3M | -11.6% | +10.7% | -22.3% | -15.2% |
| 6M | -20.9% | +34.9% | -55.8% | -29.5% |
| YTD | -22.3% | +79.2% | -101.5% | -37.9% |
| 1Y | -32.0% | +89.0% | -121.0% | -46.9% |
| 3Y | +262.4% | +337.3% | -75.0% | +104.9% |
| All | +262.4% | +314.9% | -52.6% | +104.9% |
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