+46.0%
RF vs ROIV
+403.5%
-357.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.9% |
| 7D | +0.3% | +14.3% | -13.9% | -0.8% |
| 30D | +6.2% | +16.2% | -10.0% | +4.7% |
| 3M | -7.8% | +15.1% | -23.0% | -9.3% |
| 6M | +5.9% | +44.2% | -38.3% | +1.9% |
| YTD | +9.0% | +89.8% | -80.8% | +2.0% |
| 1Y | +19.3% | +94.6% | -75.3% | +11.3% |
| 3Y | +116.4% | +367.5% | -251.1% | +86.6% |
| 5Y | +46.0% | +421.4% | -375.4% | +14.5% |
| All | +46.0% | +403.5% | -357.5% | +14.5% |
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