+45.8%
ECL vs ROIV
+287.3%
-241.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.6% | -2.6% | +1.7% |
| 7D | -0.5% | +13.3% | -13.9% | -1.4% |
| 30D | +8.8% | +14.8% | -5.9% | +7.8% |
| 3M | +7.8% | +11.9% | -4.1% | +6.8% |
| 6M | +21.3% | +42.4% | -21.1% | +17.9% |
| YTD | +17.8% | +87.4% | -69.6% | +12.1% |
| 1Y | +21.1% | +97.2% | -76.2% | +14.8% |
| 3Y | +80.1% | +375.7% | -295.6% | +60.2% |
| 5Y | +40.5% | +379.0% | -338.6% | +16.0% |
| All | +45.8% | +287.3% | -241.5% | +20.5% |
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