+11.7%
D vs ROIV
+380.3%
-368.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.2% |
| 7D | -1.4% | +1.7% | -3.0% | -1.4% |
| 30D | +7.7% | +17.6% | -9.8% | +7.3% |
| 3M | -0.3% | +9.0% | -9.2% | -0.5% |
| 6M | +10.1% | +35.3% | -25.2% | +9.2% |
| YTD | +19.1% | +82.2% | -63.1% | +17.2% |
| 1Y | +15.9% | +92.3% | -76.4% | +13.9% |
| 3Y | +75.0% | +336.8% | -261.8% | +68.3% |
| All | +11.7% | +380.3% | -368.6% | +6.8% |
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 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