+148.9%
C vs ROIV
+270.3%
-121.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.2% | -5.7% | 0.0% |
| 7D | -2.4% | +5.3% | -7.7% | -2.8% |
| 30D | -6.0% | +11.9% | -17.9% | -6.9% |
| 3M | -10.5% | +10.7% | -21.3% | -11.6% |
| 6M | -5.7% | +34.9% | -40.6% | -8.5% |
| YTD | +4.1% | +79.2% | -75.0% | -1.4% |
| 1Y | +20.5% | +89.0% | -68.5% | +13.6% |
| 3Y | +208.1% | +337.3% | -129.2% | +173.3% |
| 5Y | +110.4% | +402.3% | -291.9% | +73.5% |
| All | +148.9% | +270.3% | -121.4% | +100.7% |
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