+115.5%
F vs ROIV
+232.7%
-117.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | -0.1% | +1.3% |
| 7D | +5.3% | +0.6% | +4.7% | +5.3% |
| 30D | +4.6% | +1.0% | +3.6% | +4.4% |
| 3M | -3.7% | +18.3% | -21.9% | -5.8% |
| 6M | +16.8% | +18.3% | -1.5% | +14.0% |
| YTD | +15.3% | +61.0% | -45.7% | +8.0% |
| 1Y | +31.0% | +177.9% | -146.9% | +14.7% |
| 3Y | +45.4% | +199.1% | -153.6% | +24.5% |
| 5Y | +54.7% | +250.7% | -196.0% | +15.3% |
| All | +115.5% | +232.7% | -117.1% | +59.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling