+121.9%
VTV vs ROIV
+280.9%
-159.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.4% | +4.0% | -0.2% |
| 7D | +2.3% | +9.2% | -6.9% | +1.8% |
| 30D | +3.8% | +19.9% | -16.1% | +2.7% |
| 3M | +1.7% | +10.6% | -8.9% | +0.9% |
| 6M | +10.9% | +36.1% | -25.2% | +8.6% |
| YTD | +21.7% | +84.3% | -62.5% | +16.9% |
| 1Y | +23.4% | +87.6% | -64.2% | +18.3% |
| 3Y | +78.0% | +353.9% | -275.9% | +62.5% |
| 5Y | +77.4% | +376.1% | -298.7% | +54.0% |
| All | +121.9% | +280.9% | -159.0% | +94.8% |
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