+785.1%
VST vs ROIV
+232.7%
+552.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.5% | +2.0% | +3.4% |
| 7D | +8.9% | +0.6% | +8.3% | +8.8% |
| 30D | +6.2% | +1.0% | +5.2% | +6.0% |
| 3M | -2.7% | +18.3% | -21.0% | -4.6% |
| 6M | -8.4% | +18.3% | -26.7% | -10.3% |
| YTD | -7.2% | +61.0% | -68.2% | -12.2% |
| 1Y | -20.9% | +177.9% | -198.8% | -29.1% |
| 3Y | +384.0% | +199.1% | +184.9% | +326.9% |
| 5Y | +757.1% | +250.7% | +506.4% | +586.5% |
| All | +785.1% | +232.7% | +552.4% | +614.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling