-29.4%
VST vs ROIV
+27.9%
-57.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -4.2% | -1.9% | -5.6% |
| 7D | -19.9% | -2.4% | -17.5% | -19.5% |
| 30D | -29.7% | +3.1% | -32.7% | -30.1% |
| 3M | -19.6% | +5.8% | -25.4% | -21.1% |
| 6M | -29.4% | +29.3% | -58.7% | -35.4% |
| All | -29.4% | +27.9% | -57.3% | -35.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling