+120.5%
VUG vs ROIV
+232.7%
-112.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.6% |
| 7D | -0.1% | +0.6% | -0.7% | -0.2% |
| 30D | -0.3% | +1.0% | -1.3% | -0.5% |
| 3M | -0.7% | +18.3% | -19.0% | -2.5% |
| 6M | +14.6% | +18.3% | -3.7% | +12.3% |
| YTD | +9.0% | +61.0% | -51.9% | +3.4% |
| 1Y | +14.9% | +177.9% | -163.0% | +3.0% |
| 3Y | +86.0% | +199.1% | -113.0% | +63.5% |
| 5Y | +76.7% | +250.7% | -174.0% | +44.2% |
| All | +120.5% | +232.7% | -112.1% | +84.0% |
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 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