-0.8%
F vs ROIV
+93.5%
-94.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.2% | -6.9% | -0.8% |
| 7D | +1.6% | +5.3% | -3.8% | +1.5% |
| 30D | +2.6% | +11.9% | -9.2% | +2.6% |
| 3M | -8.8% | +10.7% | -19.5% | -8.8% |
| 6M | +4.6% | +34.9% | -30.3% | +2.3% |
| YTD | -1.9% | +79.2% | -81.1% | -5.7% |
| 1Y | -0.8% | +89.0% | -89.8% | -6.0% |
| All | -0.8% | +93.5% | -94.2% | -6.0% |
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