+118.4%
VTV vs ROIV
+232.7%
-114.3%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.8% | -0.3% |
| 7D | +0.5% | +0.6% | -0.1% | +0.5% |
| 30D | +1.1% | +1.0% | +0.1% | +1.0% |
| 3M | +5.9% | +18.3% | -12.4% | +4.8% |
| 6M | +11.6% | +18.3% | -6.7% | +10.3% |
| YTD | +19.8% | +61.0% | -41.2% | +16.2% |
| 1Y | +26.2% | +177.9% | -151.6% | +18.6% |
| 3Y | +68.5% | +199.1% | -130.6% | +56.5% |
| 5Y | +79.9% | +250.7% | -170.8% | +59.3% |
| All | +118.4% | +232.7% | -114.3% | +93.5% |
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