+148.0%
ALL vs ROIV
+433.0%
-285.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.6% | -5.0% | -0.5% |
| 7D | -3.9% | +13.3% | -17.2% | -4.0% |
| 30D | +10.6% | +14.8% | -4.1% | +10.4% |
| 3M | -4.6% | +11.9% | -16.5% | -4.7% |
| 6M | +20.2% | +42.4% | -22.2% | +19.3% |
| YTD | +23.7% | +87.4% | -63.7% | +21.9% |
| 1Y | +27.9% | +97.2% | -69.4% | +25.8% |
| 3Y | +109.2% | +375.7% | -266.5% | +99.8% |
| 5Y | +148.0% | +379.0% | -231.0% | +124.2% |
| All | +148.0% | +433.0% | -285.0% | +124.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling