+53.4%
EFA vs ROIV
+319.8%
-266.4%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.2% |
| 7D | -0.5% | +22.3% | -22.8% | -2.0% |
| 30D | -1.3% | +16.9% | -18.2% | -2.6% |
| 3M | +5.2% | +43.9% | -38.7% | +2.2% |
| 6M | +9.4% | +41.6% | -32.2% | +6.3% |
| YTD | +12.7% | +92.7% | -80.0% | +7.1% |
| 1Y | +19.3% | +210.2% | -190.9% | +9.6% |
| 3Y | +66.3% | +231.8% | -165.5% | +50.7% |
| 5Y | +53.4% | +319.8% | -266.4% | +27.4% |
| All | +53.4% | +319.8% | -266.4% | +27.4% |
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