+157.6%
B vs ROIV
+250.7%
-93.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.7% | -2.3% |
| 7D | -1.6% | +0.6% | -2.2% | -1.6% |
| 30D | +9.4% | +1.0% | +8.5% | +9.4% |
| 3M | +5.0% | +18.3% | -13.3% | +3.8% |
| 6M | -3.5% | +18.3% | -21.9% | -4.7% |
| YTD | +4.5% | +61.0% | -56.5% | +1.3% |
| 1Y | +67.8% | +177.9% | -110.1% | +58.3% |
| 3Y | +196.7% | +199.1% | -2.4% | +177.3% |
| All | +157.6% | +250.7% | -93.1% | +129.1% |
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