+122.9%
VTR vs ROIV
+232.7%
-109.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -2.1% |
| 7D | -1.7% | +0.6% | -2.3% | -1.7% |
| 30D | -2.4% | +1.0% | -3.4% | -2.5% |
| 3M | +14.8% | +18.3% | -3.5% | +13.7% |
| 6M | +5.3% | +18.3% | -13.0% | +4.2% |
| YTD | +18.1% | +61.0% | -42.9% | +14.8% |
| 1Y | +36.7% | +177.9% | -141.2% | +29.1% |
| 3Y | +130.1% | +199.1% | -69.0% | +114.9% |
| 5Y | +89.5% | +250.7% | -161.2% | +68.9% |
| All | +122.9% | +232.7% | -109.8% | +99.3% |
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