+63.8%
EW vs ROIV
+384.4%
-320.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.6% |
| 7D | +6.5% | +9.5% | -3.0% | +5.5% |
| 30D | +22.5% | +21.0% | +1.5% | +20.1% |
| 3M | +13.0% | +18.7% | -5.8% | +10.6% |
| 6M | +37.1% | +44.5% | -7.4% | +30.3% |
| YTD | +24.1% | +92.9% | -68.7% | +12.7% |
| 1Y | +24.2% | +100.2% | -76.0% | +12.1% |
| All | +63.8% | +384.4% | -320.6% | +24.4% |
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 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