+122.9%
VTV vs ROIV
+298.6%
-175.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.9% |
| 7D | -0.4% | +9.5% | -9.9% | -0.9% |
| 30D | +3.9% | +21.0% | -17.1% | +2.8% |
| 3M | +2.6% | +18.7% | -16.2% | +1.4% |
| 6M | +11.5% | +44.5% | -33.0% | +8.8% |
| YTD | +22.3% | +92.9% | -70.6% | +17.2% |
| 1Y | +24.5% | +100.2% | -75.7% | +19.0% |
| 3Y | +78.8% | +375.0% | -296.3% | +62.8% |
| 5Y | +78.6% | +435.2% | -356.5% | +54.6% |
| All | +122.9% | +298.6% | -175.7% | +95.1% |
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