+113.6%
C vs ROIV
+380.3%
-266.7%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.1% | +0.1% |
| 7D | +4.2% | +1.7% | +2.5% | +4.0% |
| 30D | +2.0% | +17.6% | -15.6% | +0.4% |
| 3M | -10.1% | +9.0% | -19.1% | -11.1% |
| 6M | +1.0% | +35.3% | -34.3% | -2.4% |
| YTD | +8.5% | +82.2% | -73.7% | +1.8% |
| 1Y | +25.7% | +92.3% | -66.5% | +17.4% |
| 3Y | +216.0% | +336.8% | -120.8% | +175.4% |
| All | +113.6% | +380.3% | -266.7% | +66.9% |
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