+11.1%
PL vs ROIV
+369.5%
-358.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -4.2% | -5.9% | -9.0% |
| 7D | -20.5% | -2.4% | -18.1% | -20.1% |
| 30D | -38.8% | +3.1% | -41.8% | -39.3% |
| 3M | -49.1% | +5.8% | -55.0% | -50.3% |
| 6M | -69.4% | +29.3% | -98.7% | -71.6% |
| YTD | -42.3% | +68.8% | -111.1% | -50.0% |
| 1Y | -14.2% | +81.0% | -95.2% | -26.6% |
| 3Y | +398.7% | +294.6% | +104.1% | +259.4% |
| 5Y | +11.1% | +373.1% | -362.0% | -37.7% |
| All | +11.1% | +369.5% | -358.3% | -37.7% |
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