+70.9%
NDAQ vs ROIV
+421.8%
-350.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.4% |
| 7D | 0.0% | +9.5% | -9.5% | -0.7% |
| 30D | +16.3% | +21.0% | -4.7% | +14.7% |
| 3M | +15.8% | +18.7% | -2.9% | +14.2% |
| 6M | +24.8% | +44.5% | -19.7% | +20.9% |
| YTD | +14.1% | +92.9% | -78.8% | +7.8% |
| 1Y | +26.5% | +100.2% | -73.7% | +19.1% |
| 3Y | +119.1% | +375.0% | -255.9% | +92.2% |
| 5Y | +70.9% | +435.2% | -364.2% | +36.7% |
| All | +70.9% | +421.8% | -350.9% | +36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling