+17.3%
D vs ROIV
+287.3%
-270.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.6% | -5.1% | -0.6% |
| 7D | +0.8% | +13.3% | -12.6% | +0.5% |
| 30D | +10.7% | +14.8% | -4.1% | +10.4% |
| 3M | +2.3% | +11.9% | -9.6% | +2.0% |
| 6M | +12.5% | +42.4% | -29.9% | +11.6% |
| YTD | +20.1% | +87.4% | -67.3% | +18.4% |
| 1Y | +15.6% | +97.2% | -81.7% | +13.7% |
| 3Y | +75.2% | +375.7% | -300.5% | +69.2% |
| 5Y | +14.6% | +379.0% | -364.4% | +10.3% |
| All | +17.3% | +287.3% | -270.1% | +11.1% |
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 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