-29.3%
ALB vs ROIV
+292.3%
-321.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.3% | -5.5% | -4.4% |
| 7D | +5.3% | +14.3% | -9.0% | +3.0% |
| 30D | -6.3% | +16.2% | -22.5% | -8.5% |
| 3M | -27.4% | +15.1% | -42.5% | -29.3% |
| 6M | -53.1% | +44.2% | -97.3% | -56.0% |
| YTD | -32.3% | +89.8% | -122.1% | -39.3% |
| 1Y | -7.3% | +94.6% | -101.9% | -17.2% |
| 3Y | -14.9% | +367.5% | -382.5% | -32.6% |
| 5Y | -62.0% | +421.4% | -483.4% | -73.3% |
| All | -29.3% | +292.3% | -321.5% | -47.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling