+12.8%
F vs ROIV
+34.2%
-21.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.1% | -3.2% | +3.3% |
| 7D | +6.0% | +3.0% | +3.0% | +6.2% |
| 30D | +4.3% | +6.8% | -2.6% | +4.9% |
| 3M | -10.1% | +10.5% | -20.6% | -8.7% |
| 6M | +12.8% | +34.8% | -22.0% | +13.8% |
| All | +12.8% | +34.2% | -21.5% | +13.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling