+65.9%
EFA vs ROIV
+379.0%
-313.0%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.8% |
| 7D | +1.2% | +14.3% | -13.0% | -0.8% |
| 30D | +0.9% | +16.2% | -15.3% | -1.4% |
| 3M | -3.4% | +15.1% | -18.5% | -5.9% |
| 6M | +2.0% | +44.2% | -42.2% | -4.7% |
| YTD | +10.4% | +89.8% | -79.4% | -1.8% |
| 1Y | +13.3% | +94.6% | -81.3% | +0.1% |
| 3Y | +65.9% | +367.5% | -301.6% | +22.1% |
| All | +65.9% | +379.0% | -313.0% | +22.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling