+177.4%
NDAQ vs ROIV
+292.3%
-114.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +1.3% |
| 7D | +2.9% | +14.3% | -11.4% | +1.9% |
| 30D | +17.5% | +16.2% | +1.3% | +16.3% |
| 3M | +15.4% | +15.1% | +0.3% | +14.1% |
| 6M | +24.6% | +44.2% | -19.6% | +21.0% |
| YTD | +14.4% | +89.8% | -75.4% | +8.7% |
| 1Y | +26.9% | +94.6% | -67.6% | +20.3% |
| 3Y | +119.8% | +367.5% | -247.7% | +95.0% |
| 5Y | +70.5% | +421.4% | -350.9% | +41.1% |
| All | +177.4% | +292.3% | -114.9% | +135.9% |
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