+53.6%
P vs ROIV
+34.2%
+19.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +6.1% | -11.1% | -6.0% |
| 7D | -19.4% | +3.0% | -22.4% | -19.7% |
| 30D | -22.3% | +6.8% | -29.2% | -23.3% |
| 3M | +33.2% | +10.5% | +22.7% | +29.2% |
| 6M | +53.6% | +34.8% | +18.8% | +48.1% |
| All | +53.6% | +34.2% | +19.4% | +48.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling