+80.0%
VUG vs ROIV
+384.4%
-304.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.4% |
| 7D | -1.1% | +9.5% | -10.5% | -2.7% |
| 30D | -7.0% | +21.0% | -28.0% | -10.1% |
| 3M | -3.7% | +18.7% | -22.4% | -7.2% |
| 6M | -1.6% | +44.5% | -46.1% | -9.1% |
| YTD | +5.1% | +92.9% | -87.7% | -8.9% |
| 1Y | +3.8% | +100.2% | -96.5% | -11.1% |
| All | +80.0% | +384.4% | -304.4% | +26.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling