+109.0%
VTI vs ROIV
+292.3%
-183.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.6% | -0.5% |
| 7D | -0.4% | +14.3% | -14.7% | -1.6% |
| 30D | -3.2% | +16.2% | -19.5% | -4.5% |
| 3M | -2.9% | +15.1% | -18.0% | -4.3% |
| 6M | +2.4% | +44.2% | -41.8% | -1.2% |
| YTD | +11.2% | +89.8% | -78.6% | +4.6% |
| 1Y | +11.6% | +94.6% | -83.0% | +4.7% |
| 3Y | +76.6% | +367.5% | -291.0% | +53.9% |
| 5Y | +65.3% | +421.4% | -356.1% | +33.5% |
| All | +109.0% | +292.3% | -183.3% | +75.7% |
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