+635.3%
VST vs ROIV
+403.5%
+231.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.2% |
| 7D | -6.0% | +14.3% | -20.3% | -7.7% |
| 30D | -18.8% | +16.2% | -35.0% | -20.4% |
| 3M | -8.0% | +15.1% | -23.2% | -10.0% |
| 6M | -10.9% | +44.2% | -55.1% | -15.5% |
| YTD | -18.3% | +89.8% | -108.1% | -25.3% |
| 1Y | -29.9% | +94.6% | -124.5% | -36.2% |
| 3Y | +290.3% | +367.5% | -77.2% | +222.5% |
| 5Y | +635.3% | +421.4% | +213.9% | +449.5% |
| All | +635.3% | +403.5% | +231.8% | +449.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling