+32.6%
NET vs ROIV
+382.1%
-349.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.1% | -8.6% | -4.1% |
| 7D | -16.4% | +3.0% | -19.4% | -17.0% |
| 30D | -25.8% | +6.8% | -32.7% | -27.2% |
| 3M | -11.5% | +10.5% | -22.1% | -14.4% |
| 6M | +18.9% | +34.8% | -15.9% | +8.7% |
| YTD | +35.2% | +76.2% | -41.0% | +14.3% |
| 1Y | +14.5% | +92.4% | -77.9% | -5.7% |
| 3Y | +313.8% | +312.0% | +1.9% | +176.1% |
| 5Y | +32.6% | +388.3% | -355.7% | -30.9% |
| All | +32.6% | +382.1% | -349.5% | -30.9% |
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 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