+17.0%
D vs ROIV
+298.6%
-281.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.5% |
| 7D | -2.4% | +9.5% | -11.9% | -2.6% |
| 30D | +9.0% | +21.0% | -12.0% | +8.6% |
| 3M | +1.0% | +18.7% | -17.8% | +0.6% |
| 6M | +11.0% | +44.5% | -33.5% | +10.1% |
| YTD | +19.8% | +92.9% | -73.1% | +18.0% |
| 1Y | +16.0% | +100.2% | -84.3% | +14.1% |
| 3Y | +74.4% | +375.0% | -300.7% | +68.4% |
| 5Y | +13.5% | +435.2% | -421.6% | +9.3% |
| All | +17.0% | +298.6% | -281.6% | +10.8% |
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