+86.3%
VT vs ROIV
+248.8%
-162.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.2% | +0.1% | -3.7% |
| 7D | -4.2% | -2.4% | -1.8% | -4.0% |
| 30D | -5.8% | +3.1% | -8.9% | -6.1% |
| 3M | -5.2% | +5.8% | -11.1% | -5.9% |
| 6M | +0.1% | +29.3% | -29.2% | -2.3% |
| YTD | +8.2% | +68.8% | -60.5% | +3.2% |
| 1Y | +10.1% | +81.0% | -70.9% | +4.4% |
| 3Y | +69.7% | +294.6% | -224.9% | +51.2% |
| 5Y | +53.4% | +373.1% | -319.8% | +27.1% |
| All | +86.3% | +248.8% | -162.4% | +59.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling