-14.6%
EW vs ROIV
+378.2%
-392.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.2% | -4.9% | +0.7% |
| 7D | +11.0% | +5.3% | +5.7% | +10.4% |
| 30D | +19.1% | +11.9% | +7.2% | +17.7% |
| 3M | +14.4% | +10.7% | +3.6% | +12.8% |
| 6M | +22.8% | +34.9% | -12.1% | +18.2% |
| YTD | +19.8% | +79.2% | -59.4% | +11.4% |
| 1Y | +23.9% | +89.0% | -65.1% | +14.5% |
| 3Y | +52.2% | +337.3% | -285.1% | +27.4% |
| All | -14.6% | +378.2% | -392.8% | -37.2% |
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