+111.9%
VTI vs ROIV
+298.2%
-186.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.6% |
| 7D | -0.4% | +22.3% | -22.7% | -2.2% |
| 30D | -1.6% | +16.9% | -18.4% | -3.0% |
| 3M | +3.6% | +43.9% | -40.4% | +0.2% |
| 6M | +13.0% | +41.6% | -28.6% | +9.3% |
| YTD | +12.7% | +92.7% | -80.0% | +6.0% |
| 1Y | +18.4% | +210.2% | -191.8% | +6.9% |
| 3Y | +76.4% | +231.8% | -155.4% | +56.6% |
| 5Y | +73.7% | +319.8% | -246.1% | +44.2% |
| All | +111.9% | +298.2% | -186.3% | +78.0% |
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