+77.7%
VUG vs ROIV
+314.9%
-237.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.2% | -5.3% | -0.2% |
| 7D | -3.4% | +5.3% | -8.7% | -4.3% |
| 30D | -11.1% | +11.9% | -23.0% | -12.9% |
| 3M | -7.2% | +10.7% | -18.0% | -9.5% |
| 6M | -4.1% | +34.9% | -39.0% | -10.4% |
| YTD | +1.4% | +79.2% | -77.8% | -11.1% |
| 1Y | +1.9% | +89.0% | -87.1% | -11.9% |
| 3Y | +77.7% | +337.3% | -259.6% | +24.4% |
| All | +77.7% | +314.9% | -237.2% | +24.4% |
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