+130.7%
C vs ROIV
+250.7%
-120.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.4% |
| 7D | +3.6% | +0.6% | +3.0% | +3.6% |
| 30D | +0.1% | +1.0% | -0.9% | -0.1% |
| 3M | +2.4% | +18.3% | -15.9% | +0.8% |
| 6M | +24.9% | +18.3% | +6.6% | +22.8% |
| YTD | +19.8% | +61.0% | -41.2% | +14.7% |
| 1Y | +44.9% | +177.9% | -133.0% | +33.0% |
| 3Y | +263.0% | +199.1% | +63.9% | +228.4% |
| All | +130.7% | +250.7% | -120.0% | +88.1% |
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