+159.4%
C vs ROIV
+280.9%
-121.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.4% | +4.3% | +0.3% |
| 7D | +4.7% | +9.2% | -4.5% | +3.9% |
| 30D | +0.2% | +19.9% | -19.7% | -1.4% |
| 3M | -9.3% | +10.6% | -19.9% | -10.4% |
| 6M | -0.8% | +36.1% | -36.9% | -3.8% |
| YTD | +8.5% | +84.3% | -75.8% | +2.5% |
| 1Y | +23.1% | +87.6% | -64.5% | +16.1% |
| 3Y | +220.8% | +353.9% | -133.1% | +183.7% |
| 5Y | +112.4% | +376.1% | -263.7% | +74.5% |
| All | +159.4% | +280.9% | -121.5% | +108.6% |
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