+234.2%
MAR vs ROIV
+280.9%
-46.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.4% | +3.4% | -0.7% |
| 7D | +1.8% | +9.2% | -7.4% | +1.0% |
| 30D | +14.3% | +19.9% | -5.6% | +12.5% |
| 3M | +20.0% | +10.6% | +9.4% | +18.6% |
| 6M | +21.7% | +36.1% | -14.3% | +17.8% |
| YTD | +37.7% | +84.3% | -46.6% | +29.5% |
| 1Y | +46.8% | +87.6% | -40.8% | +37.8% |
| 3Y | +121.0% | +353.9% | -232.9% | +92.3% |
| 5Y | +183.1% | +376.1% | -193.0% | +127.8% |
| All | +234.2% | +280.9% | -46.7% | +174.8% |
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 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