+72.0%
LOW vs ROIV
+287.3%
-215.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.6% | -1.2% | +3.0% |
| 7D | +6.4% | +13.3% | -6.9% | +5.5% |
| 30D | +25.6% | +14.8% | +10.8% | +24.3% |
| 3M | +4.6% | +11.9% | -7.3% | +3.5% |
| 6M | +2.5% | +42.4% | -39.9% | -0.4% |
| YTD | -1.6% | +87.4% | -89.1% | -6.5% |
| 1Y | +1.7% | +97.2% | -95.5% | -3.7% |
| 3Y | +29.4% | +375.7% | -346.2% | +15.1% |
| 5Y | +9.6% | +379.0% | -369.4% | -8.6% |
| All | +72.0% | +287.3% | -215.4% | +42.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling