+3.7%
F vs ROIV
+97.8%
-94.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.1% | -3.2% | +2.8% |
| 7D | +6.0% | +3.0% | +3.0% | +6.0% |
| 30D | +4.3% | +6.8% | -2.6% | +4.3% |
| 3M | -10.1% | +10.5% | -20.6% | -10.2% |
| 6M | +12.8% | +34.8% | -22.0% | +10.0% |
| YTD | -0.1% | +76.2% | -76.3% | -4.1% |
| 1Y | +3.7% | +92.4% | -88.7% | -3.0% |
| All | +3.7% | +97.8% | -94.1% | -3.0% |
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