+13.1%
D vs ROIV
+413.4%
-400.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.4% | +3.6% | -0.7% |
| 7D | -3.1% | +9.2% | -12.3% | -3.3% |
| 30D | +8.4% | +19.9% | -11.5% | +7.9% |
| 3M | +0.2% | +10.6% | -10.4% | 0.0% |
| 6M | +9.5% | +36.1% | -26.6% | +8.6% |
| YTD | +18.8% | +84.3% | -65.5% | +16.9% |
| 1Y | +14.7% | +87.6% | -72.9% | +12.8% |
| 3Y | +72.9% | +353.9% | -281.0% | +66.3% |
| 5Y | +13.1% | +376.1% | -362.9% | +8.3% |
| All | +13.1% | +413.4% | -400.2% | +8.3% |
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