+237.3%
P vs ROIV
+369.5%
-132.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -4.2% | -12.2% | -15.7% |
| 7D | -31.9% | -2.4% | -29.5% | -31.6% |
| 30D | -36.5% | +3.1% | -39.6% | -36.8% |
| 3M | +11.6% | +5.8% | +5.7% | +10.2% |
| 6M | +25.2% | +29.3% | -4.1% | +19.6% |
| YTD | +39.4% | +68.8% | -29.3% | +27.6% |
| 1Y | -3.7% | +81.0% | -84.7% | -12.9% |
| 3Y | +167.3% | +294.6% | -127.3% | +115.8% |
| 5Y | +237.3% | +373.1% | -135.8% | +138.6% |
| All | +237.3% | +369.5% | -132.2% | +138.6% |
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