+73.7%
EFA vs ROIV
+298.6%
-224.9%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | +0.2% |
| 7D | -1.0% | +9.5% | -10.5% | -1.7% |
| 30D | +1.6% | +21.0% | -19.4% | +0.1% |
| 3M | -3.2% | +18.7% | -21.9% | -4.6% |
| 6M | +2.5% | +44.5% | -42.0% | -0.6% |
| YTD | +10.7% | +92.9% | -82.1% | +5.0% |
| 1Y | +12.8% | +100.2% | -87.5% | +6.7% |
| 3Y | +66.4% | +375.0% | -308.6% | +48.3% |
| 5Y | +51.4% | +435.2% | -383.8% | +27.0% |
| All | +73.7% | +298.6% | -224.9% | +47.8% |
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