-15.8%
F vs ROIV
+378.2%
-394.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.2% | -6.9% | -1.4% |
| 7D | +1.6% | +5.3% | -3.8% | +0.9% |
| 30D | +2.6% | +11.9% | -9.2% | +1.2% |
| 3M | -8.8% | +10.7% | -19.5% | -10.4% |
| 6M | +4.6% | +34.9% | -30.3% | -0.2% |
| YTD | -1.9% | +79.2% | -81.1% | -10.3% |
| 1Y | -0.8% | +89.0% | -89.8% | -10.0% |
| 3Y | +43.5% | +337.3% | -293.9% | +15.9% |
| All | -15.8% | +378.2% | -394.0% | -44.1% |
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