+47.8%
LOW vs ROIV
+295.0%
-247.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +18.8% | -20.5% | -3.1% |
| 7D | +0.4% | +20.2% | -19.8% | -1.0% |
| 30D | -10.1% | +14.1% | -24.2% | -11.1% |
| 3M | -2.9% | +45.6% | -48.4% | -5.7% |
| 6M | -19.4% | +44.1% | -63.5% | -21.8% |
| YTD | -15.4% | +91.2% | -106.6% | -19.7% |
| 1Y | -24.9% | +221.3% | -246.2% | -31.4% |
| 3Y | -7.8% | +229.2% | -237.0% | -16.7% |
| 5Y | +8.4% | +316.5% | -308.1% | -9.7% |
| All | +47.8% | +295.0% | -247.2% | +22.0% |
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