-26.3%
EW vs ROIV
+250.7%
-277.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | 0.0% |
| 7D | -0.3% | +0.6% | -1.0% | -0.4% |
| 30D | +1.0% | +1.0% | +0.1% | +0.9% |
| 3M | +2.8% | +18.3% | -15.5% | +0.9% |
| 6M | +5.5% | +18.3% | -12.8% | +3.3% |
| YTD | +5.5% | +61.0% | -55.5% | -0.2% |
| 1Y | +11.0% | +177.9% | -166.8% | -0.7% |
| 3Y | +17.7% | +199.1% | -181.4% | +3.0% |
| All | -26.3% | +250.7% | -277.0% | -43.4% |
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 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