+143.5%
NDAQ vs ROIV
+232.7%
-89.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.4% | -2.0% |
| 7D | -2.4% | +0.6% | -3.1% | -2.5% |
| 30D | +2.5% | +1.0% | +1.5% | +2.3% |
| 3M | +9.9% | +18.3% | -8.4% | +8.5% |
| 6M | +9.4% | +18.3% | -8.9% | +7.8% |
| YTD | +0.4% | +61.0% | -60.6% | -3.4% |
| 1Y | +4.0% | +177.9% | -173.8% | -4.0% |
| 3Y | +94.4% | +199.1% | -104.7% | +76.8% |
| 5Y | +56.7% | +250.7% | -194.0% | +32.4% |
| All | +143.5% | +232.7% | -89.2% | +109.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling