+114.4%
VTV vs ROIV
+289.9%
-175.5%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.6% |
| 7D | -2.1% | +19.0% | -21.0% | -3.1% |
| 30D | -1.3% | +16.1% | -17.5% | -2.3% |
| 3M | +5.6% | +44.1% | -38.5% | +3.3% |
| 6M | +12.4% | +37.8% | -25.5% | +10.0% |
| YTD | +17.6% | +88.7% | -71.0% | +12.9% |
| 1Y | +23.5% | +197.3% | -173.8% | +15.5% |
| 3Y | +67.0% | +224.9% | -157.9% | +54.1% |
| 5Y | +80.5% | +311.0% | -230.5% | +58.4% |
| All | +114.4% | +289.9% | -175.5% | +88.1% |
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