+79.8%
EFA vs ROIV
+232.7%
-152.9%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | 0.0% |
| 7D | +0.6% | +0.6% | 0.0% | +0.5% |
| 30D | +0.9% | +1.0% | -0.1% | +0.7% |
| 3M | +4.9% | +18.3% | -13.4% | +3.5% |
| 6M | +8.6% | +18.3% | -9.8% | +7.0% |
| YTD | +14.6% | +61.0% | -46.4% | +10.4% |
| 1Y | +22.6% | +177.9% | -155.3% | +13.7% |
| 3Y | +66.5% | +199.1% | -132.5% | +52.3% |
| 5Y | +54.5% | +250.7% | -196.2% | +33.2% |
| All | +79.8% | +232.7% | -152.9% | +55.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling