+85.6%
B vs ROIV
+280.9%
-195.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.4% | +1.3% | -2.8% |
| 7D | -6.2% | +9.2% | -15.4% | -6.8% |
| 30D | -6.6% | +19.9% | -26.5% | -7.8% |
| 3M | -7.9% | +10.6% | -18.5% | -8.7% |
| 6M | -16.8% | +36.1% | -52.9% | -18.8% |
| YTD | -11.7% | +84.3% | -96.0% | -15.4% |
| 1Y | +3.5% | +87.6% | -84.1% | -1.0% |
| 3Y | +165.7% | +353.9% | -188.2% | +144.3% |
| 5Y | +108.4% | +376.1% | -267.7% | +86.0% |
| All | +85.6% | +280.9% | -195.3% | +69.2% |
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 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