+24.5%
EW vs ROIV
+101.7%
-77.2%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.6% | -2.1% | +2.3% |
| 7D | +12.3% | +13.3% | -1.0% | +11.6% |
| 30D | +22.9% | +14.8% | +8.1% | +22.1% |
| 3M | +16.7% | +11.9% | +4.8% | +16.1% |
| 6M | +31.0% | +42.4% | -11.4% | +27.2% |
| YTD | +22.8% | +87.4% | -64.6% | +16.4% |
| All | +24.5% | +101.7% | -77.2% | +17.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling